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Some penalisations of theWiener measure

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Penalising Brownian Paths

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1969))

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Abstract

A number of limit laws, which are obtained from various penalisations of the Wiener measure on C (ℝ+,ℝd), are shown to exist, and are described thoroughly, with the help of path decompositions

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Authors and Affiliations

  1. Université Nancy I Institut Elie Cartan, Faculté des Sciences Departement Mathésmatiques , B.P. 239 54506 Vandoeuvre-les-Nancy, CX, France

    Bernard Roynette

  2. Université Paris VI Laboratoire de Probabilités, 175 rue de Chevaleret, 75013, Paris, France

    Marc Yor

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  1. Bernard Roynette
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  2. Marc Yor
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Correspondence to Bernard Roynette .

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Roynette, B., Yor, M. (2009). Some penalisations of theWiener measure. In: Penalising Brownian Paths. Lecture Notes in Mathematics(), vol 1969. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-89699-9_2

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