Title of article
Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII
Author/Authors
B. Roynette، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
35
From page
2606
To page
2640
Abstract
We penalise Brownian motion by a function of its one-sided supremum considered up to the last zero
before t , respectively first zero after t , of that Brownian motion. This study presents some analogy with
penalisation by the longest length of Brownian excursions, up to time t .
© 2008 Elsevier Inc. All rights reserved.
Keywords
One-sided supremum , Last and first zeroes before and after a fixed time t , Penalisations of Brownian paths
Journal title
Journal of Functional Analysis
Serial Year
2008
Journal title
Journal of Functional Analysis
Record number
839745
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