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Brownian penalisations related to excursion lengths, VII

B. Roynette, P. Vallois, M. Yor (2009)

Annales de l'I.H.P. Probabilités et statistiques

Limiting laws, as t→∞, for brownian motion penalised by the longest length of excursions up to t, or up to the last zero before t, or again, up to the first zero after t, are shown to exist, and are characterized.

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