A remarkable sigma-finite measure on C(R+, R) related to many Brownian penalisations

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Author
Najnudel, Joseph
Roynette, Bernard
Yor, Marc
Date
2007-10
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Comptes rendus. Mathématique
Volume
345(8)
Pages / Article No.
459 - 466
Publisher
Elsevier
Notes
Received 20 July 2007, Accepted 7 September 2007, Available online 22 October 2007.
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Citations
Cited 6 times in Web of Science
ETH Bibliography
yes
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