Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX
نویسندگان
چکیده
We obtain a local limit theorem for the laws of a class of Brownian additive functionals and we apply this result to a penalisation problem. We study precisely the case of the additive functional : ( At := ∫ t 0 1Xs<0ds, t ≥ 0 ) . On the other hand, we describe FeynmanKac type penalisation results for long Brownian bridges thus completing some similar previous study for standard Brownian motion (see [RVY,I]).
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