D. Schickentanz

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20212025

most citedBrownian Motion Conditioned to Spend Limited Time Below a Barrier

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2023

Brownian motion conditioned to have restricted $L_{2}$ -norm

Frank Aurzada, Mikhail Lifshits, Dominic T. Schickentanz

We condition a Brownian motion on having an atypically small $L_{2}$ -norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process.

math.PR2023

Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

Frank Aurzada, Martin Kolb, Dominic T. Schickentanz

We show that a Brownian motion on $R_{\geq 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This c…

Brownian motion conditioned to have restricted L2​-norm

Brownian motion conditioned to spend limited time outside a bounded interval -- an extreme example of entropic repulsion

Brownian motion conditioned to have restricted $L_{2}$ -norm