Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
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Publication:5301987
Convergence of probability measures (60B10) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65)
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(12)- Some penalisations of the Wiener measure
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- The continuum disordered pinning model
- Limit theorems for Bessel processes in general dimension d
- Exit times densities of the Bessel process
- Transience and recurrence of Markov processes with constrained local time
- Penalisations of multidimensional Brownian motion, VI
- On the local times of noise reinforced Bessel processes
- Penalization of a positively recurrent diffusion by an exponential function of its local time
- Brownian penalisations related to excursion lengths. VII
- Penalization for birth and death processes
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII
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