Penalisations of multidimensional Brownian motion, VI
From MaRDI portal
Publication:5851016
DOI10.1051/ps:2008003zbMath1189.60069MaRDI 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
60G44: Martingales with continuous parameter
60J60: Diffusion processes
60F17: Functional limit theorems; invariance principles
60H20: Stochastic integral equations
60F99: Limit theorems in probability theory
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