Penalizations of Walsh Brownian motion

DOI10.5802/aif.2287zbMath1121.60084arXivmath/0610564OpenAlexW2464410767MaRDI QIDQ2372824

Joseph Najnudel

Publication date: 1 August 2007

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610564

zbMATH Keywords

penalizationlocal timeWalsh Brownian motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Martingales with continuous parameter (60G44) Sample path properties (60G17) Convergence of probability measures (60B10) Local time and additive functionals (60J55)

Related Items (2)

Penalising symmetric stable Lévy paths ⋮ Penalizations of the Brownian motion with a functional of its local times

Cites Work

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• Some penalisations of the Wiener measure
• Limiting laws associated with Brownian motion perturbated by normalized exponential weights
• Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
• Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem
• Limiting distributions associated with moments of exponential Brownian functionals
• Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II

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