Penalising symmetric stable Lévy paths (Q841225)
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scientific article; zbMATH DE number 5603962
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| English | Penalising symmetric stable Lévy paths |
scientific article; zbMATH DE number 5603962 |
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Penalising symmetric stable Lévy paths (English)
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15 September 2009
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The aim of this paper is to investigate the problems of the limit laws for normalized Wiener measures with respect to various veight process. The author call these studies \textit{penalization problems}. They develope these problems in the case of any symmetric stable Lévy process of index \(1<\alpha\leq2\).
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penalization
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stable process
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local time
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excursion measure
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0.8947138
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0.8871074
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0.87814367
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0.86360717
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0.8613517
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0.8610132
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0.8568711
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0.85666233
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