Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III

Simple item page
dc.creatorRoynette, Bernard
dc.creatorVallois, Pierre
dc.creatorYor, Marc
dc.date2005-11-04
dc.date.accessioned2026-07-07T06:50:47Z
dc.date.available2026-07-07T06:50:47Z
dc.descriptionResults of penalization of a one-dimensional Brownian motion $(X_t) $, by its one-sided maximum $\dis (S_t=\sup_{0 \leq u \leq t}X_u)$, which were recently obtained by the authors are improved with the consideration-in the present paper- of the asymptotic behaviour of the likewise penalized Brownian bridges of length $t$, as $t\to \infty$, or penalizations by functions of $(S_t,X_t)$, and also the study of the speed of convergence, as $t\to \infty$, of the penalized distributions at time $t$.
dc.identifierhttps://arxiv.org/abs/math/0511102
dc.identifierhttp://arxiv.org/abs/math/0511102
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/104770
dc.subjectProbability
dc.titleLimiting laws for long Brownian Bridges perturbed by their one-sided maximum, III
dc.typetext

Files

Collections

arXiv