Limiting laws associated with Brownian motion perturbated by normalized exponential weights I

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dc.creatorRoynette, Bernard
dc.creatorVallois, Pierre
dc.creatorYor, Marc
dc.date2005-10-26
dc.date.accessioned2026-07-07T06:47:54Z
dc.date.available2026-07-07T06:47:54Z
dc.descriptionWe determine the rate of decay of the expectation Z(t) of some multiplicative functional related to Brownian motion up to time t. This permits to prove that the Wiener measure, penalized by this multiplicative functional, converges as t goes to infinity to a probability measure (p.m.) . We obtain the law of the canonical process under this new p.m.
dc.identifierhttps://arxiv.org/abs/math/0510550
dc.identifierhttp://arxiv.org/abs/math/0510550
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103810
dc.subjectProbability
dc.subjectAMS : 60F10 ; 60F17; 60G44, 60J25; 60J35; 60J55; 60J57; 60J60; 60J65
dc.titleLimiting laws associated with Brownian motion perturbated by normalized exponential weights I
dc.typetext

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