Construction of an Edwards' probability measure on \(\mathcal C(\mathbb R_+, \mathbb R)\)

DOI10.1214/10-AOP540zbMath1234.60038arXiv0801.2751MaRDI QIDQ606634

Joseph Najnudel

Publication date: 18 November 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.2751

zbMATH Keywords

penalization; Brownian motion; local time; polymer measure; Edwards model; Ray-Knight theorems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60G44: Martingales with continuous parameter

60G30: Continuity and singularity of induced measures

60F99: Limit theorems in probability theory

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