Some calculations for perturbed brownian motion
R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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Werner, Wendelin (1996)
Electronic Communications in Probability [electronic only]
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Zambotti, Lorenzo (2008)
Electronic Journal of Probability [electronic only]
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Hu, Yueyun (2000)
Electronic Journal of Probability [electronic only]
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Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Pei Hsu, Peter March (1988)
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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Deblassie, Dante (2007)
Electronic Communications in Probability [electronic only]
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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]).
Siva Athreya (2000)
Séminaire de probabilités de Strasbourg
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Pemantle, Robin, Peres, Yuval, Pitman, Jim, Yor, Marc (2001)
Electronic Journal of Probability [electronic only]
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