Branching processes, the Ray-Knight theorem, and sticky brownian motion
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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Jonathan Warren (1997)
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]).
R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
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Hesse, Christian H. (2005)
Journal of Applied Mathematics and Stochastic Analysis
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David Williams (1976)
Séminaire de probabilités de Strasbourg
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Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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Hu, Yueyun (2000)
Electronic Journal of Probability [electronic only]
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Lejay, Antoine (2006)
Probability Surveys [electronic only]
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Martin T. Barlow, Jim Pitman, Marc Yor (1989)
Séminaire de probabilités de Strasbourg
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Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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