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Penalisation of the symmetric random walk by several functions of the supremum

Abstract : In this paper, we penalised the standard random walk by several functions of its maximum. The aim is to show that in spite of very close penalisation functions, under the new probabilities, the canonical process behaves very differently.
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https://hal.archives-ouvertes.fr/hal-00546159
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Submitted on : Monday, December 13, 2010 - 6:02:57 PM
Last modification on : Thursday, March 17, 2022 - 4:18:10 PM
Long-term archiving on: : Monday, March 14, 2011 - 3:18:24 AM

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  • HAL Id : hal-00546159, version 1
  • ARXIV : 1012.2956

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Pierre Debs. Penalisation of the symmetric random walk by several functions of the supremum. Markov Processes And Related Fields, Polymat Publishing Company, 2012, 18, pp.651-680. ⟨hal-00546159⟩

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