Strong existence, uniqueness and non-uniqueness in an equation involving local time
Martin T. Barlow, Edwin A. Perkins (1983)
Séminaire de probabilités de Strasbourg
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Martin T. Barlow, Edwin A. Perkins (1983)
Séminaire de probabilités de Strasbourg
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Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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P. Mc Gill, Bhaskaran Rajeev, B. V. Rao (1988)
Séminaire de probabilités de Strasbourg
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Martin T. Barlow, Edwin A. Perkins (1990)
Séminaire de probabilités de Strasbourg
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Koichiro Takaoka (1997)
Séminaire de probabilités de Strasbourg
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Saul D. Jacka (1989)
Séminaire de probabilités de Strasbourg
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Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
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Martin T. Barlow (1981)
Séminaire de probabilités de Strasbourg
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Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Bernard Roynette, Marc Yor (2010)
ESAIM: Probability and Statistics
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We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we apply this result to a penalisation problem. We study precisely the case of the additive functional: . On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges thus completing some similar previous study for standard Brownian motion (see [B. Roynette, P. Vallois and M. Yor, (2006) 171–246]).