Special Session 88: Stochastic processes and spectral theory for partial differential equations and boundary value problems
Contents
In this talk we present joint work with Mladen Savov (Reading) concerning several conditioned limit theorems, which are inspired by random polymer models. We consider Brownian motion conditioned on the behaviour of the associated local time as well as Brownian motion with constant drift conditioned on its range process and derive certain conditional limit theorems. Our work was motivated by previous results of Berestycki and Benjamini as well as Povel.