Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Penalization of a positively recurrent diffusion by an exponential function of its local time |
scientific article |
Statements
Penalization of a positively recurrent diffusion by an exponential function of its local time (English)
0 references
20 October 2010
0 references
penalization
0 references
positively recurrent diffusions
0 references
local time
0 references
Krein's theory
0 references
Bessel processes
0 references