Some extensions of Pitmans and Ray-Knights theorems for penalized Brownian motions and their local times, IVReport 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 give some extensions of Pitman-s and Ray-Knight-s theorems via a penalization procedure involving Brownian motion and its local time at 0





Author: Bernard Roynette - Pierre Vallois - Marc Yor -

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



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