Pages that link to "Item:Q2518248"
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The following pages link to Penalising Brownian paths. Dedicated to Frank Knight (1933-2007). (Q2518248):
Displayed 18 items.
- A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
- Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
- An integral test for the transience of a Brownian path with limited local time (Q537138) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- Two-dimensional Brownian random interlacements (Q778805) (← links)
- Penalising symmetric stable Lévy paths (Q841225) (← links)
- Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations (Q971820) (← links)
- Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges (Q1626610) (← links)
- On universality in penalisation problems with multiplicative weights (Q2088489) (← links)
- Penalization of Galton-Watson processes (Q2309599) (← links)
- A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost (Q2416545) (← links)
- Some limiting laws associated with the integrated Brownian motion (Q2786474) (← links)
- h-Transforms and Orthogonal Polynomials (Q2798579) (← links)
- Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX (Q3085570) (← links)
- Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent (Q5126530) (← links)
- The Girsanov Theorem Without (So Much) Stochastic Analysis (Q5126594) (← links)
- Penalisations of multidimensional Brownian motion, VI (Q5851016) (← links)
- Markov bridges: SDE representation (Q5962603) (← links)