Pénalisations of Walsh's Brownian motion
Résumé
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as t tends to infinity, and we study the behaviour of this limit measure.
Domaines
Probabilités [math.PR]
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