P\'{e}nalisations of Walsh's Brownian motion
Probability
2007-05-23 v1
Abstract
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as t tends to infinity, and we study the behaviour of this limit measure.
Keywords
Cite
@article{arxiv.math/0506329,
title = {P\'{e}nalisations of Walsh's Brownian motion},
author = {Joseph Najnudel},
journal= {arXiv preprint arXiv:math/0506329},
year = {2007}
}