Penalisation of the symmetric random walk by several functions of the supremum
Résumé
In this paper, we penalised the standard random walk by several functions of its maximum. The aim is to show that in spite of very close penalisation functions, under the new probabilities, the canonical process behaves very differently.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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