Penalisations of multidimensional Brownian motion, VI
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Publication:5851016
DOI10.1051/ps:2008003zbMath1189.60069OpenAlexW2167347292MaRDI QIDQ5851016
Bernard Roynette, Pierre Vallois, Marc Yor
Publication date: 21 January 2010
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/245013
Martingales with continuous parameter (60G44) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20) Limit theorems in probability theory (60F99)
Related Items (4)
Brownian penalisations related to excursion lengths. VII ⋮ The shape of multidimensional Brunet-Derrida particle systems ⋮ Feynman-Kac penalization problem for additive functionals with jumping functions ⋮ Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII
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