Penalization of a positively recurrent diffusion by an exponential function of its local time

DOI10.2977/PRIMS/22MaRDI QIDQ710661zbMATH OpenFDO

Authors Christophe Profeta

Publication date 20 October 2010

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

zbMATH Keywords

penalizationlocal timeBessel processesKrein's theorypositively recurrent diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Local time and additive functionals (60J55)

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• On the spectral functions of the string

Cited in

(11)

• Penalizations of the Brownian motion with a functional of its local times
• Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
• On \(h\)-transforms of one-dimensional diffusions stopped upon hitting zero
• Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions
• Local time penalizations with various clocks for one-dimensional diffusions
• On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
• Penalizing null recurrent diffusions
• Local time penalizations with various clocks for Lévy processes
• Uniform convergence of penalized time-inhomogeneous Markov processes
• Penalization for birth and death processes
• A penalization limit theorem for the boundary local time of a reflected diffusion

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