Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations (Q971820): Difference between revisions

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+Integration by parts on the Brownian Meander
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+A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
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+A global view of Brownian penalisations
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+Penalising Brownian paths. Dedicated to Frank Knight (1933-2007).
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+Integration by parts on the law of the reflecting Brownian motion
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