Eigenvalue expansions for Brownian motion with an application to occupation times.
Bass, Richard F., Burdzy, Krzysztof (1996)
Electronic Journal of Probability [electronic only]
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Bass, Richard F., Burdzy, Krzysztof (1996)
Electronic Journal of Probability [electronic only]
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Pemantle, Robin, Peres, Yuval, Pitman, Jim, Yor, Marc (2001)
Electronic Journal of Probability [electronic only]
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Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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Fitzsimmons, P.J. (2000)
Electronic Communications in Probability [electronic only]
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Lawler, Gregory F. (1996)
Electronic Journal of Probability [electronic only]
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Angel, Omer (2000)
Electronic Communications in Probability [electronic only]
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R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Lejay, Antoine (2006)
Probability Surveys [electronic only]
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Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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Chigansky, Pavel, Klebaner, Fima C. (2008)
Electronic Communications in Probability [electronic only]
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Richard F. Bass (1984)
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]).