Penalisation of a stable Lévy process involving its one-sided supremum
DOI10.1214/09-AIHP339zbMATH Open1208.60046OpenAlexW2052836064WikidataQ58331051 ScholiaQ58331051MaRDI QIDQ629787FDOQ629787
Authors: Kouji Yano, Yuko Yano, Marc Yor 
Publication date: 10 March 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/240896
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Cited In (9)
- A remarkable \(\sigma\)-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
- Title not available (Why is that?)
- 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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