### 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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Pei Hsu, Peter March (1988)

Séminaire de probabilités de Strasbourg

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Bernard Roynette, Pierre Vallois, Marc Yor (2009)

ESAIM: Probability and Statistics

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As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures with certain functionals Γ, we obtain here the existence of the limit, as → ∞, of -dimensional Wiener measures penalized by a function of the maximum up to time of the Brownian winding process (for ), or in 2 dimensions for Brownian motion prevented to exit a cone before time . Various extensions of these multidimensional penalisations are studied, and the limit laws...

Jonathan Warren, Marc Yor (1998)

Séminaire de probabilités de Strasbourg

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Harris, John William, Harris, Simon C. (2007)

Electronic Communications in Probability [electronic only]

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Richard F. Bass (1984)

Séminaire de probabilités de Strasbourg

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David Williams (1976)

Séminaire de probabilités de Strasbourg

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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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Warren, Jon (2002)

Electronic Journal of Probability [electronic only]

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R.A. Doney (1998)

Séminaire de probabilités de Strasbourg

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