Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations

Details Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations

2009-09-28

arxiv.org/abs/0909.5130v2

Mathematics

Probability

Scientific paper

Wiener integral for the coordinate process is defined under the $ \sigma
$-finite measure unifying Brownian penalisations, which has been introduced by
Najnudel, Roynette and Yor. Its decomposition before and after last exit time
from 0 is studied. This study prepares for the author's recent study of
Cameron--Martin formula for the $ \sigma $-finite measure.

Affiliated with

Also associated with

No associations

Rating

Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Wiener integral for the coordinate process under the $ σ$-finite measure unifying Brownian penalisations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-235452