Penalizing a $BES(d)$ process (0 < d < 2) with a function of its local time, V
Résumé
We describe the limit laws, as $t \rightarrow \infty$ , of a Bessel process $(Rs_s, s\leq t)$ of dimension $d \in(0, 2)$ penalized by an integrable function of its local time $L_t$ at 0, thus extending our previous work of this kind, relative to Brownian motion.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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