On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, considered up to the last, resp. the first, zero, before $t$, resp. after $t$. This study provides some analogy with penalisations by the longest length of Brownian excursions, up to time $t$. On the other hand, we describe Feynman-Kac type penalisation results for long Brownian bridges, thus completing some similar study for free Brownian motion
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, cons...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
AbstractWe penalise Brownian motion by a function of its one-sided supremum considered up to the las...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
On one hand, we penalise Brownian paths by a function of one-sided supremum of Brownian motion, cons...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
Special issue dedicated to Paul MalliavinInternational audienceWe penalise Brownian motion by a func...
AbstractWe penalise Brownian motion by a function of its one-sided supremum considered up to the las...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
International audienceLimiting laws, as t→∞, for Brownian motion penalised by the longest length of ...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we appl...
International audienceAs in preceding papers in which we studied the limits of penalized one-dimensi...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...
International audienceWe develop a Brownian penalisation procedure related to weight processes $(F_t...