کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156969 958903 2008 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Penalizations of the Brownian motion with a functional of its local times
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Penalizations of the Brownian motion with a functional of its local times
چکیده انگلیسی

In this article, we study the family of probability measures (indexed by t∈R+∗), obtained by penalization of the Brownian motion with a given functional of its local times at time tt.We prove that this family tends to a limit measure when tt goes to infinity if the functional satisfies some conditions of domination, and we check these conditions in several particular cases.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 8, August 2008, Pages 1407–1433
نویسندگان
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