Some penalisations of the Wiener measure

By Bernard Roynette, Pierre Vallois, Marc Yor. 2006

57 citations recorded by the source corpus.

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.

Subfields: Applied Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/01bbe1e7aabe9ec39eb21a9372debc910af87376

Citations in the corpus

• Exponential convergence to quasi-stationary distribution and Q\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Q$$\end{ (2014, unknown): “3, we show, using penalisation techniques [32], that the same conditions are sufficient to prove the existence of the Q-process and its exponential ergodicity, uniformly in total variation.”