Penalising Brownian paths. Dedicated to Frank Knight (1933-2007).

DOI10.1007/978-3-540-89699-9zbMath1190.60002OpenAlexW12368450MaRDI QIDQ2518248

Bernard Roynette, Marc Yor

Publication date: 15 January 2009

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-89699-9

zbMATH Keywords

penalizationBessel processBrownian motionWiener measureconditioningSturm-Liouville equationFeynman-Kac formulalimit theoremsstatistical mechanics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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