Collision local times, historical stochastic calculus, and competing superprocesses.
Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
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Evans, Steven N., Perkins, Edwin A. (1998)
Electronic Journal of Probability [electronic only]
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Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
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Fleischmann, Klaus, Mytnik, Leonid (2003)
Electronic Journal of Probability [electronic only]
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Dawson, Donald A., Li, Zenghu, Wang, Hao (2001)
Electronic Journal of Probability [electronic only]
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Eisenbaum, Nathalie, Kyprianou, Andreas (2008)
Electronic Communications in Probability [electronic only]
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Dawson, Donald A., Etheridge, Alison M., Fleischmann, Klaus, Mytnik, Leonid, Perkins, Edwin A., Xiong, Jie (2002)
Electronic Journal of Probability [electronic only]
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Bernardin, Frédéric, Bossy, Mireille, Martinez, Miguel, Talay, Denis (2009)
Electronic Communications in Probability [electronic only]
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Baudoin, Fabrice (2002)
Electronic Communications in Probability [electronic only]
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Alòs, Elisa, León, Jorge A., Pontier, Monique, Vives, Josep (2008)
Journal of Applied Mathematics and Stochastic Analysis
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Durrett, Richard, Mytnik, Leonid, Perkins, Edwin (2005)
Electronic Journal of Probability [electronic only]
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Darses, Sebastien, Saussereau, Bruno (2007)
Electronic Journal of 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]).
Richard F. Bass, Edwin A. Perkins (2001)
Séminaire de probabilités de Strasbourg
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