Penalization of a positively recurrent diffusion by an exponential function of its local time

DOI10.2977/PRIMS/22zbMath1203.60121MaRDI QIDQ710661

Christophe Profeta

Publication date: 20 October 2010

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

zbMATH Keywords

penalizationKrein's theorylocal timeBessel processespositively recurrent diffusions

Mathematics Subject Classification ID

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

Related Items (2)

Local time penalizations with various clocks for Lévy processes ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero

Cites Work

• On the spectral functions of the string
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