On universality in penalisation problems with multiplicative weights
Probability
2021-06-30 v1
Abstract
We give a general framework for the universality classes of -finite measures in penalisation problems with multiplicative weights. We discuss penalisation problems for Brownian motions, L\'evy processes and Langevin processes in our framework.
Cite
@article{arxiv.2106.15330,
title = {On universality in penalisation problems with multiplicative weights},
author = {Kouji Yano},
journal= {arXiv preprint arXiv:2106.15330},
year = {2021}
}