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Article Dans Une Revue Markov Processes And Related Fields Année : 2012

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.
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hal-00546159 , version 1 (13-12-2010)

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Pierre Debs. Penalisation of the symmetric random walk by several functions of the supremum. Markov Processes And Related Fields, 2012, 18, pp.651-680. ⟨hal-00546159⟩
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