Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II
Probability
2007-05-23 v1
Abstract
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of its maximum (resp. minimum, local time). We study the law of the canonical process under these new probability measures.
Cite
@article{arxiv.math/0510575,
title = {Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II},
author = {Bernard Roynette and Pierre Vallois and Marc Yor},
journal= {arXiv preprint arXiv:math/0510575},
year = {2007}
}