Article ID Journal Published Year Pages File Type
1156969 Stochastic Processes and their Applications 2008 27 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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