Some extensions of Pitman's and Ray-Knight's theorems for penalized Brownian motions and their local times, IV

Bernard Roynette 1, 2 Pierre Vallois 1, 2 Marc Yor 3
2 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : We give some extensions of Pitman's and Ray-Knight's theorems via a penalization procedure involving Brownian motion and its local time at 0
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Bernard Roynette, Pierre Vallois, Marc Yor. Some extensions of Pitman's and Ray-Knight's theorems for penalized Brownian motions and their local times, IV. Studia Scientiarum Mathematicarum Hungarica, Akadémiai Kiadó, 2007, 44, pp.469-516. ⟨10.1556/SScMath.2007.1032⟩. ⟨hal-00141528⟩

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