Penalizations of the Brownian motion by a functional of its local times
Abstract
In this article, we study the family of probability measures (indexed by a positive real number t), obtained by penalization of the Brownian motion by a given functional of its local times at time t. We prove that this family tends to a limit measure when t goes to infinity if the functional satisfies some conditions of domination, and we check these conditions in several particular cases.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)
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