Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I

DOI10.1556/SScMath.43.2006.2.3zbMath1121.60027OpenAlexW2071139043MaRDI QIDQ3414142

Marc Yor, Pierre Vallois, Bernard Roynette

Publication date: 8 January 2007

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/sscmath.43.2006.2.3

zbMATH Keywords

penalizationSturm-Liouville equationBessel processesRay-Knight's theoremsrate convergencenormalized exponential weights

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

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