Penalizing a BESd process 0 < d < 2 with a function of its local time, VReport as inadecuate




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1 IECN - Institut Élie Cartan de Nancy 2 TOSCA INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502 3 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Abstract : We study the penalization of a BESd process 0





Author: Bernard Roynette - Pierre Vallois - Marc Yor -

Source: https://hal.archives-ouvertes.fr/



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