Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II

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dc.creatorRoynette, Bernard
dc.creatorVallois, Pierre
dc.creatorYor, Marc
dc.date2005-10-26
dc.date.accessioned2026-07-07T06:47:57Z
dc.date.available2026-07-07T06:47:57Z
dc.descriptionWe obtain probability measures on the canonical space penalizing the Wiener measure by a function of its maximum (resp. minimum, local time). We study the law of the canonical process under these new probability measures.
dc.identifierhttps://arxiv.org/abs/math/0510575
dc.identifierhttp://arxiv.org/abs/math/0510575
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103826
dc.subjectProbability
dc.titleLimiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II
dc.typetext

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