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Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I - MaRDI portal

Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (Q3414142)

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Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
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    Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I (English)
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    8 January 2007
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    normalized exponential weights
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    penalization
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    Sturm-Liouville equation
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    Ray-Knight's theorems
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    rate convergence
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    Bessel processes
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