Sufficient statistics for the brownian sheet
Oliver Brockhaus (1993)
Séminaire de probabilités de Strasbourg
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Oliver Brockhaus (1993)
Séminaire de probabilités de Strasbourg
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Michel Émery, Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
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Richard F. Bass, Krzysztof Burdzy, Zhen-Qing Chen (2005)
Annales de l'I.H.P. Probabilités et statistiques
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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]).
Bass, Richard F., Burdzy, Krzysztof (1996)
Electronic Journal of Probability [electronic only]
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Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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Richard F. Bass (1983)
Séminaire de probabilités de Strasbourg
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Burdzy, Krzysztof, Chen, Zen-Qing (1998)
Electronic Communications in Probability [electronic only]
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Jan Kallsen (1999)
Séminaire de probabilités de Strasbourg
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Richard F. Bass (1984)
Séminaire de probabilités de Strasbourg
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