A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
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Publication:2462303
DOI10.1016/j.crma.2007.09.015zbMath1221.60003MaRDI QIDQ2462303
Marc Yor, Bernard Roynette, Joseph Najnudel
Publication date: 30 November 2007
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2007.09.015
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Penalising symmetric stable Lévy paths, Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations, Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII, A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
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