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On several properties of the sigma-finite measure unifying Brownian penalisations

Le : 17/02/2010 10h15
Par : Kouji Yano (Kobe University, JAPAN)
Lieu :
Lien web :
Résumé : We study several properties of the sigma-finite measure unifying Brownian penalisations, which has been introduced by Najnudel, Roynette and Yor. We put some emphasis on path decomposition formulae and Cameron--Martin formula.