Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II

Details Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II

2005-10-26

arxiv.org/abs/math/0510575v1

Mathematics

Probability

Scientific paper

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.

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