Penalizations of Walsh Brownian motion

DOI10.5802/aif.2287zbMath1121.60084arXivmath/0610564MaRDI QIDQ2372824

Joseph Najnudel

Publication date: 1 August 2007

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610564

zbMATH Keywords

penalization; local time; Walsh Brownian motion

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J65: Brownian motion

60G44: Martingales with continuous parameter

60G17: Sample path properties

60B10: Convergence of probability measures

60J55: Local time and additive functionals

Related Items

Penalising symmetric stable Lévy paths, Penalizations of the Brownian motion with a functional of its local times

Cites Work

• Some penalisations of the Wiener measure
• Limiting laws associated with Brownian motion perturbated by normalized exponential weights
• Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
• Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem
• Limiting distributions associated with moments of exponential Brownian functionals
• Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
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