Brownian penalisations related to excursion lengths, VII
Résumé
Limiting laws, as t→∞, for Brownian motion penalised by the longest length of excursions up to t, or up to the last zero before t, or again, up to the first zero after t , are shown to exist, and are characterized.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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