Two examples of functional penalisations of Brownian motion, VIII
Résumé
On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, considered up to the last, resp. the first, zero, before $t$, resp. after $t$. This study provides some analogy with penalisations by the longest length of Brownian excursions, up to time $t$. On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges, thus completing some similar study for free Brownian motion.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...