Penalising symmetric stable Lévy paths
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Publication:841225
DOI10.2969/jmsj/06130757zbMath1180.60008arXiv0807.4336OpenAlexW1972693944WikidataQ58331058 ScholiaQ58331058MaRDI QIDQ841225
Marc Yor, Kouji Yano, Yuko Yano
Publication date: 15 September 2009
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.4336
Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Stable stochastic processes (60G52)
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Cites Work
- Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
- Some penalisations of the Wiener measure
- A global view of Brownian penalisations
- Normalized excursion, meander and bridge for stable Lévy processes
- Penalizations of Walsh Brownian motion
- A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations
- Excursion theory revisited
- Penalising Brownian paths. Dedicated to Frank Knight (1933-2007).
- Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
- Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes
- Tanaka Formula for Symmetric Lévy Processes
- Convergence of stochastic processes
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