Penalising Brownian Paths

By Bernard Roynette, Marc Yor. 2009

54 citations recorded by the source corpus.

Subfields: Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1945449de99b7879a560a9def5d691bfab7d521c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Mathematical Physics

1. R. Chetrite
2. Hugo Touchette

In Statistics and Probability

1. Hugo Touchette
2. R. Chetrite

Citations in the corpus

• Nonequilibrium Markov Processes Conditioned on Large Deviations (2014, methodology): “The relations (41), (44) and (113) lead together to dPLk,μ0,T dPcanok,μ0,T = dPLk,μ0,T dPL,μ0,T dPL,μ0,T dPcanok,μ0,T = r−1k (X0)rk(XT ) e −TΛk Eμ0 [e kTAT ].”