Pénalisations of Walsh's Brownian motion

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dc.creatorNajnudel, Joseph
dc.date2005-06-16
dc.date.accessioned2026-07-07T05:20:48Z
dc.date.available2026-07-07T05:20:48Z
dc.descriptionIn this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as t tends to infinity, and we study the behaviour of this limit measure.
dc.identifierhttps://arxiv.org/abs/math/0506329
dc.identifierhttp://arxiv.org/abs/math/0506329
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75510
dc.subjectProbability
dc.subjectAMS : 60B10, 60J65 (60G17, 60G44, 60J25, 60J55)
dc.titlePénalisations of Walsh's Brownian motion
dc.typetext

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