, Volume 1, Issue 1, pp 263-290
Date: 02 Apr 2006

Some penalisations of the Wiener measure

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Abstract.

A number of limit laws, which are obtained from various penalisations of the Wiener measure on \(C \left(\mathbb{R}_{+}, \mathbb{R}^{d}\right),\) are shown to exist, and are described thoroughly, with the help of path decompositions.

Communicated by: Toshiyuki Kobayashi