A new construction of the σ-finite measures associated with submartingales of class (Σ)

Joseph Najnudel; Ashkan Nikeghbali

Comptes Rendus. Mathématique, Volume 348 (2010) no. 5 p. 311-316

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

Joseph Najnudel; Bernard Roynette; Marc Yor

Comptes Rendus. Mathématique, Volume 345 (2007) no. 8 p. 459-466