Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (Q3414142): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 11:08, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I |
scientific article |
Statements
Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (English)
0 references
8 January 2007
0 references
normalized exponential weights
0 references
penalization
0 references
Sturm-Liouville equation
0 references
Ray-Knight's theorems
0 references
rate convergence
0 references
Bessel processes
0 references