On universality in penalisation problems with multiplicative weights
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Publication:2088489
DOI10.1007/978-981-19-4672-1_26OpenAlexW3175288431MaRDI QIDQ2088489
Publication date: 22 October 2022
Full work available at URL: https://arxiv.org/abs/2106.15330
martingalesMarkov processeslimit theoremsLévy processes and Langevin processespenalisation problems for Brownian motion
Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Multiplicative functionals and Markov processes (60J57)
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Cites Work
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