Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
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Publication:3414142
DOI10.1556/SScMath.43.2006.2.3zbMath1121.60027MaRDI QIDQ3414142
Marc Yor, Pierre Vallois, Bernard Roynette
Publication date: 8 January 2007
Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)
penalization; Sturm-Liouville equation; Bessel processes; Ray-Knight's theorems; rate convergence; normalized exponential weights
60J25: Continuous-time Markov processes on general state spaces
60G44: Martingales with continuous parameter
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
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