Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661)
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scientific article; zbMATH DE number 5803096
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| English | Penalization of a positively recurrent diffusion by an exponential function of its local time |
scientific article; zbMATH DE number 5803096 |
Statements
Penalization of a positively recurrent diffusion by an exponential function of its local time (English)
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20 October 2010
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penalization
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positively recurrent diffusions
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local time
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Krein's theory
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Bessel processes
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0.8295823931694031
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0.8052888512611389
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0.785408616065979
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0.7778928875923157
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0.7774215340614319
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