Title of article
Penalizations of the Brownian motion with a functional of its local times
Author/Authors
Najnudel، نويسنده , , Joseph، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
27
From page
1407
To page
1433
Abstract
In this article, we study the family of probability measures (indexed by t ∈ R + ∗ ), obtained by penalization of the Brownian motion with a given functional of its local times at time t .
ve that this family tends to a limit measure when t goes to infinity if the functional satisfies some conditions of domination, and we check these conditions in several particular cases.
Keywords
Brownian motion , Local time , Penalization
Journal title
Stochastic Processes and their Applications
Serial Year
2008
Journal title
Stochastic Processes and their Applications
Record number
1578006
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