• 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