{
  "id": "math/0701526",
  "version": "v1",
  "published": "2007-01-18T23:54:29.000Z",
  "updated": "2007-01-18T23:54:29.000Z",
  "title": "Penalizations of the Brownian motion by a functional of its local times",
  "authors": [
    "Joseph Najnudel"
  ],
  "journal": "Stochastic Process. Appl., Volume 118 (8), 2008",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this article, we study the family of probability measures (indexed by a positive real number t), obtained by penalization of the Brownian motion by a given functional of its local times at time t. We prove that this family tends to a limit measure when t goes to infinity if the functional satisfies some conditions of domination, and we check these conditions in several particular cases.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-01-18T23:54:29.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60B10",
      "60J65",
      "60G17",
      "60G44",
      "60J25",
      "60J55"
    ],
    "keywords": [
      "local times",
      "brownian motion",
      "penalization",
      "probability measures",
      "positive real number"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007math......1526N"
    }
  }
}