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Displaying similar documents to “The laws of Chung and Hirsch for Cauchy's principal values related to Brownian local times.”

Penalisations of multidimensional Brownian motion, VI

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...