Penalisation of a stable Lévy process involving its one-sided supremum
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Cites work
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- scientific article; zbMATH DE number 5066277 (Why is no real title available?)
- scientific article; zbMATH DE number 3108292 (Why is no real title available?)
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- Penalising symmetric stable Lévy paths
- Some penalisations of the Wiener measure
- Stable Processes with An Absorbing Barrier
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Cited in
(9)- A remarkable -finite measure unifying supremum penalisations for a stable Lévy process
- Penalising symmetric stable Lévy paths
- On universality in penalisation problems with multiplicative weights
- Some limiting laws associated with the integrated Brownian motion
- The first passage time of a stable process conditioned to not overshoot
- Scaled penalization of Brownian motion with drift and the Brownian ascent
- Limiting laws and penalization of certain Lévy processes by a function of their maximum
- scientific article; zbMATH DE number 5174022 (Why is no real title available?)
- MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022
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