Penalisations of multidimensional Brownian motion, VI
Work
Year: 2008
Type: article
Abstract: As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures with certain functionals Γt, we obtain here the existence of the limit, as t → ∞, of d-dimensional Wien... more
Source: ESAIM Probability and Statistics
Authors Bernard Roynette, Pierre Vallois, Marc Yor
Institutions Institut Élie Cartan de Lorraine, Université de Lorraine, Laboratoire de Probabilités et Modèles Aléatoires, Institut Universitaire de France
Cites: 23
Cited by: 9
Related to: 10
FWCI: 1.718
Citation percentile (by year/subfield): 73.4
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze