Penalisation of the symmetric random walk by several functions of the supremum (Q2869218)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalisation of the symmetric random walk by several functions of the supremum |
scientific article |
Statements
3 January 2014
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simple random walk
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penalization
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change of measure
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random walk functional
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math.PR
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