scientific article; zbMATH DE number 2046382

zbMATH Open1047.60076MaRDI QIDQ4451248FDOQ4451248

Catherine Donati-Martin, Yueyun Hu

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__251_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motiondiffusionBessel processGirsanov theoremKrein correspondenceconvergence in law of processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Brownian motion (60J65)

Cited In (1)

• Some penalisations of the Wiener measure

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