scientific article; zbMATH DE number 2046382

MaRDI QIDQ4451248zbMATH OpenFDO

Authors 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, https://eudml.org/doc/114091

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)

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Cited in

(1)

• Some penalisations of the Wiener measure

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