Some penalisations of the Wiener measure (Q1000318)
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scientific article; zbMATH DE number 5503385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some penalisations of the Wiener measure |
scientific article; zbMATH DE number 5503385 |
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Some penalisations of the Wiener measure (English)
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6 February 2009
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In the paper, a number of limit laws, which are obtained from various penalisations of the Wiener measure on \(C(\mathbb{R}_{+}, \mathbb{R}^{d})\), are shown to exist, and are described thoroughly, with the help of path decompositions.
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Brownian motion
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Wiener measure
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three-dimensional Bessel process
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path decompositions
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supremum process
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Lévy and Pitman theorems
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age process of excursions
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Brownian windings
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