Penalization of a positively recurrent diffusion by an exponential function of its local time
type: Item
instance of: scholarly article
title: Penalization of a positively recurrent diffusion by an exponential function of its local time
zbMATH Open document ID: 1203.60121
DOI: 10.2977/PRIMS/22
author: Christophe Profeta
published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University
publication date: 2010-10-20T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5803096
zbMATH Keywords: penalization
zbMATH Keywords: positively recurrent diffusions
zbMATH Keywords: local time
zbMATH Keywords: Krein's theory
zbMATH Keywords: Bessel processes
MaRDI profile type: Publication
cites work: Q3150773
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description: scientific article; zbMATH DE number 5803096