Penalizations of the Brownian motion with a functional of its local times (Q936398)

In the paper, the family of probability measures (indexed by \(t \in {\mathbb R}^*_+\)) is studied, obtained by penalization of the Brownian motion with a given functional of its local times at time \(t\). It is proved that this family tends to a limit measure when \(t\) goes to infinity if the functional satisfies some conditions of domination, and these conditions are checked in several particular cases.