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

DOI10.2977/PRIMS/22zbMATH Open1203.60121MaRDI QIDQ710661FDOQ710661

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)

Recommendations

• Penalizing null recurrent diffusions
• On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
• Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
• Penalization for birth and death processes
• Local time penalizations with various clocks for one-dimensional diffusions

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the spectral functions of the string
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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

This page was built for publication: Penalization of a positively recurrent diffusion by an exponential function of its local time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q710661)