On universality in penalisation problems with multiplicative weights

DOI10.1007/978-981-19-4672-1_26MaRDI QIDQ2088489

Kouji Yano

Publication date: 22 October 2022

Full work available at URL: https://arxiv.org/abs/2106.15330

zbMATH Keywords

martingales; Markov processes; limit theorems; Lévy processes and Langevin processes; penalisation problems for Brownian motion

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G44: Martingales with continuous parameter

60J57: Multiplicative functionals and Markov processes