We perturb Brownian motion on the time interval [0,t] by an exponential weight; we show that for a large class of these weights the corresponding probability laws converge weakly as t→∞.
Nous perturbons le mouvement brownien sur l'intervalle de temps [0,t] par un poids exponentiel ; nous montrons que pour une large classe de tels poids, les lois de probabilités correspondantes convergent étroitement lorsque t→∞.
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Bernard Roynette 1; Pierre Vallois 1; Marc Yor 2
@article{CRMATH_2003__337_10_667_0, author = {Bernard Roynette and Pierre Vallois and Marc Yor}, title = {Limiting laws associated with {Brownian} motion perturbated by~normalized exponential weights}, journal = {Comptes Rendus. Math\'ematique}, pages = {667--673}, publisher = {Elsevier}, volume = {337}, number = {10}, year = {2003}, doi = {10.1016/j.crma.2003.09.025}, language = {en}, }
TY - JOUR AU - Bernard Roynette AU - Pierre Vallois AU - Marc Yor TI - Limiting laws associated with Brownian motion perturbated by normalized exponential weights JO - Comptes Rendus. Mathématique PY - 2003 SP - 667 EP - 673 VL - 337 IS - 10 PB - Elsevier DO - 10.1016/j.crma.2003.09.025 LA - en ID - CRMATH_2003__337_10_667_0 ER -
%0 Journal Article %A Bernard Roynette %A Pierre Vallois %A Marc Yor %T Limiting laws associated with Brownian motion perturbated by normalized exponential weights %J Comptes Rendus. Mathématique %D 2003 %P 667-673 %V 337 %N 10 %I Elsevier %R 10.1016/j.crma.2003.09.025 %G en %F CRMATH_2003__337_10_667_0
Bernard Roynette; Pierre Vallois; Marc Yor. Limiting laws associated with Brownian motion perturbated by normalized exponential weights. Comptes Rendus. Mathématique, Volume 337 (2003) no. 10, pp. 667-673. doi : 10.1016/j.crma.2003.09.025. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2003.09.025/
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