Displaying similar documents to “Undecidability of infinite post correspondence problem for instances of size 8”

Wiener integral for the coordinate process under the -finite measure unifying Brownian penalisations

Kouji Yano (2011)

ESAIM: Probability and Statistics

Similarity:

Wiener integral for the coordinate process is defined under the -finite measure unifying Brownian penalisations, which has been introduced by [Najnudel , (2007) 459–466] and [Najnudel , . Mathematical Society of Japan, Tokyo (2009)]. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study [K. Yano, (2010) 3492–3516] of Cameron-Martin formula for the -finite measure. ...