Penalizing null recurrent diffusions

DOI10.1214/EJP.V17-2267zbMath1262.60080arXiv1111.3343MaRDI QIDQ456219

Christophe Profeta

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.3343

zbMATH Keywords

penalizationinverse local timelast passage timesnull recurrent diffusions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (3)

Local time penalizations with various clocks for Lévy processes ⋮ Some limiting laws associated with the integrated Brownian motion ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

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