Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case

preprint2015arXivOpen access

Abstract

In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time tt as tt converges to infinity in the critical case where the drift coincides with the intensity of the Poisson process. The complements a previous result of T. Povel, who considered the same question in the case where the drift is strictly smaller than the intensity.

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