Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
DOI10.1556/SSCMATH.2007.1042zbMATH Open1164.60307OpenAlexW4298019411MaRDI QIDQ5301987FDOQ5301987
Authors: Bernard Roynette, Pierre Vallois, Marc Yor 
Publication date: 20 January 2009
Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1556/sscmath.2007.1042
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- Some penalisations of the Wiener measure
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII
- Penalisations of multidimensional Brownian motion, VI
- Transience and recurrence of Markov processes with constrained local time
- Brownian penalisations related to excursion lengths. VII
- Penalization of a positively recurrent diffusion by an exponential function of its local time
- On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
- On the local times of noise reinforced Bessel processes
- Penalization for birth and death processes
- Limit theorems for Bessel processes in general dimension \(d\)
- The continuum disordered pinning model
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