Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661)
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scientific article; zbMATH DE number 5803096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization of a positively recurrent diffusion by an exponential function of its local time |
scientific article; zbMATH DE number 5803096 |
Statements
Penalization of a positively recurrent diffusion by an exponential function of its local time (English)
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20 October 2010
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penalization
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positively recurrent diffusions
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local time
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Krein's theory
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Bessel processes
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