On the lengths of excursions of some Markov processes
James W. Pitman, Marc Yor (1997)
Séminaire de probabilités de Strasbourg
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James W. Pitman, Marc Yor (1997)
Séminaire de probabilités de Strasbourg
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Jean Bertoin, Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
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Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Kiyoshi Kawazu, Hiroshi Tanaka (1993)
Séminaire de probabilités de Strasbourg
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Hiroshi Tanaka (1987)
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 (1981)
Séminaire de probabilités de Strasbourg
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Bernard Roynette, Pierre Vallois, Marc Yor (2009)
ESAIM: Probability and Statistics
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As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures with certain functionals Γ, we obtain here the existence of the limit, as → ∞, of -dimensional Wiener measures penalized by a function of the maximum up to time of the Brownian winding process (for ), or in 2 dimensions for Brownian motion prevented to exit a cone before time . Various extensions of these multidimensional penalisations are studied, and the limit laws...
R.A. Doney, Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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Koichiro Takaoka (1997)
Séminaire de probabilités de Strasbourg
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