文档介绍：Lecture Notes in Mathematics 1969
Editors:
J.-M. Morel, Cachan
F. Takens, Groningen
B. Teissier, Paris
Bernard te · Marc Yor
Penalising Brownian Paths
ABC
Bernard te Marc Yor
Université Nancy I Université Paris VI
Institut Elie Cartan Laboratoire de Probabilités
Faculté des Sciences 175 rue de Chevaleret
Département de Mathématiques 75013 Paris
. 239 France
54506 Vandoeuvre-les-Nancy CX
France
******@.u-
ISBN: 978-3-540-89698-2 e-ISBN: 978-3-540-89699-9
DOI: -3-540-89699-9
Lecture Notes in Mathematics ISSN print edition: 0075-8434
ISSN electronic edition: 1617-9692
Library of Congress Control Number: 2008942371
Mathematics Subject Classification (2000): 60J65, 60F99, 60J25, 60G44, 60G30, 60J55
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Contents
0 Introduction .............................................. 1
The Penalisation Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Asymptotic Study of the Normalisation Factor . . . . . . . . . . . . . . . . . 3
From the