Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (Q3414142)
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scientific article; zbMATH DE number 5082313
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| English | Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I |
scientific article; zbMATH DE number 5082313 |
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Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (English)
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8 January 2007
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normalized exponential weights
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penalization
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Sturm-Liouville equation
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Ray-Knight's theorems
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rate convergence
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Bessel processes
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0.9828888
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0.90020967
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0.89233893
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0.88830227
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0.8780346
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