Some penalisations of the Wiener measure (Q1000318): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q271877 |
||
| Property / reviewed by | |||
| Property / reviewed by: Pavel V. Gapeev / rank | |||
Revision as of 09:01, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some penalisations of the Wiener measure |
scientific article |
Statements
Some penalisations of the Wiener measure (English)
0 references
6 February 2009
0 references
In the paper, a number of limit laws, which are obtained from various penalisations of the Wiener measure on \(C(\mathbb{R}_{+}, \mathbb{R}^{d})\), are shown to exist, and are described thoroughly, with the help of path decompositions.
0 references
Brownian motion
0 references
Wiener measure
0 references
three-dimensional Bessel process
0 references
path decompositions
0 references
supremum process
0 references
Lévy and Pitman theorems
0 references
age process of excursions
0 references
Brownian windings
0 references
