Brownian penalisations related to excursion lengths, VII
B. Roynette, P. Vallois, M. Yor (2009)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Limiting laws, as →∞, for brownian motion penalised by the longest length of excursions up to , or up to the last zero before , or again, up to the first zero after , are shown to exist, and are characterized.