@article{SPS_2002__36__251_0, author = {Donati-Martin, Catherine and Hu, Yueyun}, title = {Penalization of the {Wiener} measure and principal values}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {251--269}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {36}, year = {2002}, mrnumber = {1971590}, zbl = {1047.60076}, language = {en}, url = {http://archive.numdam.org/item/SPS_2002__36__251_0/} }
TY - JOUR AU - Donati-Martin, Catherine AU - Hu, Yueyun TI - Penalization of the Wiener measure and principal values JO - Séminaire de probabilités de Strasbourg PY - 2002 SP - 251 EP - 269 VL - 36 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_2002__36__251_0/ LA - en ID - SPS_2002__36__251_0 ER -
%0 Journal Article %A Donati-Martin, Catherine %A Hu, Yueyun %T Penalization of the Wiener measure and principal values %J Séminaire de probabilités de Strasbourg %D 2002 %P 251-269 %V 36 %I Springer - Lecture Notes in Mathematics %U http://archive.numdam.org/item/SPS_2002__36__251_0/ %G en %F SPS_2002__36__251_0
Donati-Martin, Catherine; Hu, Yueyun. Penalization of the Wiener measure and principal values. Séminaire de probabilités de Strasbourg, Tome 36 (2002), pp. 251-269. http://archive.numdam.org/item/SPS_2002__36__251_0/
[1] Applications de la théorie spectrale des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. Ann. Inst. H. Poincaré Probab. Statist. 25 (1989) 307-323. | Numdam | MR | Zbl
:[2] Valeurs principales associées aux temps locaux browniens. Bull. Sci. Math. 111 (1987) 23-101. | MR | Zbl
and[3] Asymptotic behavior of Brownian polymers. Prob. Th. Rel. Fields 92 (1992) 337-349. | MR | Zbl
and :[4] Gaussian Processes, Function Theory and the Inverse Spectral Problem. Academic Press, New York, London. 1976. | Zbl
and :[5] Central limit theorem for the Edwards model. Ann. Probab. 25 (1997) 573-597. | MR | Zbl
, and :[6] Density factorizations for Brownian motion and the three dimensional Bessel processes and applications. J. Appl. Probab. 21 (1984) 500-510. | MR | Zbl
:[7] Brownian Motion and Stochastic Calculus (2nd edition) Springer, Berlin, 1991. | MR | Zbl
and :[8] Spectral theory of generalized second order differential operators and its applications to Markov processes. Japan J. Math. 1 (1975) 67-84. | MR | Zbl
:[9] On the Green functions of 1-dimensional diffusion processes. Publ. Res. Inst. Math. Sci. 16 (1980) no. 1, 175-188. | MR | Zbl
, and :[10] Krein's spectral theory of strings and generalized diffusion processes. In: "Functional Analysis in Markov Processes" (Ed. M. Fukushima) Lect. Note Math. 923 (1982) pp. 235-259. Springer Berlin. | MR | Zbl
and :[11] On a generalization of an investigation of Stieltjes. Dokl. Akad. Nauk SSSR 87 (1952) 881-884. | MR | Zbl
:[12] Bessel processes and infinitely divisible laws. In: Stochastic integrals (Proc. Sympos., Univ. Durham, Durham, 1980), pp. 285-370, Lecture Notes in Math., 851, Springer, Berlin, 1981. | MR | Zbl
and :[13] Continuous Martingales and Brownian Motion 2nd edition, Springer, Berlin, 1994. | MR | Zbl
and[14] Diffusions, Markov Processes and Martingales. Vol. II: Itô Calculus. Wiley, Chichester, 1987. | MR | Zbl
and :[15] Le théorème de Paul Lévy pour des mesures signées. Sém. de Probabilités XVIII. Lecture Notes in Math. 1059, 245-255, Springer, Berlin, 1984. | EuDML | Numdam | MR | Zbl
[16] Multidimensional Diffusion Processes Springer, Berlin, 1979. | MR | Zbl
and :[17] Generalized arc-sine laws for one-dimensional diffusion processes and random walks. Proceedings of Symposia in Pure Mathematics (In: "Stochastic Analysis" (eds: M.C. Cranston and M.A. Pinsky)) 57157-172 Providence, Rhode Island, 1995. | MR | Zbl
:[18] Bilateral Bessel diffusion processes with drift and time inversion. (1999) Preprint
:[19] Some Aspects of Brownian Motion. Part II: Some Recent Martingale Problems. Birkhäuser Verlag, Berlin, 1997. | MR | Zbl
:[20] Exponential Functionals and Principal Values Related to Brownian Motion (A collection of research papers). Biblioteca de la Revista Matemática Iberoamericana, Madrid 1997. | MR | Zbl
(editor):[21] A transformation of the phase space of a process that removes the drift. Math. USSR Sbornik 2 (1974) 129-149. | MR | Zbl
: