Penalization of the Wiener measure and principal values

Catherine Donati-Martin; Yueyun Hu

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 251-269

How to cite


Donati-Martin, Catherine, and Hu, Yueyun. "Penalization of the Wiener measure and principal values." Séminaire de probabilités de Strasbourg 36 (2002): 251-269. <>.

author = {Donati-Martin, Catherine, Hu, Yueyun},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Brownian motion; Bessel process; Girsanov theorem; Krein correspondence; convergence in law of processes; diffusion},
language = {eng},
pages = {251-269},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Penalization of the Wiener measure and principal values},
url = {},
volume = {36},
year = {2002},

AU - Donati-Martin, Catherine
AU - Hu, Yueyun
TI - Penalization of the Wiener measure and principal values
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 251
EP - 269
LA - eng
KW - Brownian motion; Bessel process; Girsanov theorem; Krein correspondence; convergence in law of processes; diffusion
UR -
ER -


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