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
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
Journal title :
Stochastic Processes and their Applications