Penalisations of multidimensional Brownian motion, VI

DOI10.1051/ps:2008003zbMath1189.60069OpenAlexW2167347292MaRDI QIDQ5851016

Bernard Roynette, Pierre Vallois, Marc Yor

Publication date: 21 January 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245013

zbMATH Keywords

Dirichlet problemspectral decompositionBrownian windingsskew-product decomposition

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20) Limit theorems in probability theory (60F99)

Related Items (4)

Brownian penalisations related to excursion lengths. VII ⋮ The shape of multidimensional Brunet-Derrida particle systems ⋮ Feynman-Kac penalization problem for additive functionals with jumping functions ⋮ Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII

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