Limiting laws associated with Brownian motion perturbated by normalized exponential weights

DOI10.1016/j.crma.2003.09.025zbMath1031.60021arXivmath/0510550OpenAlexW4298073527MaRDI QIDQ1420159

Pierre Vallois, Bernard Roynette, Marc Yor

Publication date: 28 January 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0510550

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65)

Related Items (3)

Penalizations of Walsh Brownian motion ⋮ Penalizations of the Brownian motion with a functional of its local times ⋮ A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations

Cites Work

• The Feynman-Kac formula and decomposition of Brownian paths
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