On Universality in Penalisation Problems with Multiplicative Weights

Yano, Kouji

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Publication date

September 2022

DOI

10.1007/978-981-19-4672-1_26

Publisher

Springer Science and Business Media LLC

Abstract

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 394)In Honor of Masatoshi Fukushima’s Beiju, IWDFRT 2022, Osaka, Japan, August 22–26We give a general framework for the universality classes of σ-finite measures in penalisation problems with multiplicative weights. We discuss penalisation problems for Brownian motions, Lévy processes and Langevin processes in our framework

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On Universality in Penalisation Problems with Multiplicative Weights

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On Universality in Penalisation Problems with Multiplicative Weights

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