May 26, 2007 (Sat) 15:10--16:10 May 27, 2007 (Sun) 11:00--12:00 |
Abstract
A number of limit laws, which are obtained from various penalisations of the Wiener measure on
,
are shown to exist, and are described thoroughly, with the help of path decompositions.
References: |
B. Roynette, P. Vallois and M.Yor, Some penalisations of the Wiener measure, Japanese Journal of Mathematics, Volume 1-1, (2006), pages 263--290. [Article (Springer Link)] |