Volume 14, 2010
|Page(s)||65 - 92|
|Published online||26 March 2010|
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- Y. Hariya and M. Yor, Limiting distributions associated with moments of exponential Brownian functionals. Studia Sci. Math. Hung. 41 (2004) 193–242.
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- S. Kotani, Asymptotics for expectations of multiplicative functionals of 1-dimensional Brownian motion. Preprint (2006).
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- R. Mansuy and M. Yor, Random Times and Enlargement of Filtrations in a Brownian Setting. Lect. Notes Maths 1873. Springer (2006).
- J. Najnudel, B. Roynette and M. Yor, A global view of Brownian penalisations. MSJ Memoirs, volume 19. Mathematical Society of Japan, Tokyo (2009).
- D. Revuz and M. Yor, Continuous Martingales and Brownian Motion. Third edition. Springer (1999).
- B. Roynette and M. Yor, Penalising Brownian paths. Lect. Notes Maths 1969. Springer (2009).
- B. Roynette, P. Vallois and M. Yor, Penalisation of a Brownian motion with drift by a function of its one-sided maximum and its position, III. Periodica Math. Hung. 50 (2005) 247–280. [CrossRef] [MathSciNet]
- B. Roynette, P. Vallois and M. Yor, Some penalisations of the Wiener measure. Japan J. Math. 1 (2006) 263–299. [CrossRef] [MathSciNet]
- B. Roynette, P. Vallois and M. Yor, Limiting laws associated with Brownian motion perturbed by normalized exponential weights. Studia Sci. Math. Hung. 43 (2006) 171–246.
- B. Roynette, P. Vallois and M. Yor, Limiting laws associated with Brownian motions perturbed by its maximum, minimum, and local time, II. Studia Sci. Math. Hung. 43 (2006) 295–360.
- M. Yor, The distribution of Brownian quantiles. J. Appl. Prob. 32 (1995) 405–416. [CrossRef]
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