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) p. 459-466

Asymptotics for the distribution of lengths of excursions of a d-dimensional Bessel process (0<d<2)

Bernard Roynette; Pierre Vallois; Marc Yor

Comptes Rendus. Mathématique, Volume 343 (2006) p. 201-208

Limiting laws associated with Brownian motion perturbated by normalized exponential weights

Bernard Roynette; Pierre Vallois; Marc Yor

Comptes Rendus. Mathématique, Volume 337 (2003) p. 667-673