Free Access
Volume 14, 2010
Page(s) 65 - 92
Published online 26 March 2010
  1. W. Feller, An introduction to probability theory and its applications, volume II. John Wiley & Sons Inc., New York (1966).
  2. Y. Hariya and M. Yor, Limiting distributions associated with moments of exponential Brownian functionals. Studia Sci. Math. Hung. 41 (2004) 193–242.
  3. T. Jeulin, Semimartingales et grossissement d'une filtration. Lect. Notes Maths 833. Springer (1980).
  4. T. Jeulin and M. Yor, Eds., Grossissements de filtrations: exemples et applications. Lect. Notes Maths 1118. Springer (1985).
  5. I. Karatzas and S. Shreve, Brownian motion and Stochastic Calculus. Springer (1991).
  6. S. Kotani, Asymptotics for expectations of multiplicative functionals of 1-dimensional Brownian motion. Preprint (2006).
  7. N.N. Lebedev, Special functions and their applications. Dover (1972).
  8. R. Mansuy and M. Yor, Random Times and Enlargement of Filtrations in a Brownian Setting. Lect. Notes Maths 1873. Springer (2006).
  9. J. Najnudel, B. Roynette and M. Yor, A global view of Brownian penalisations. MSJ Memoirs, volume 19. Mathematical Society of Japan, Tokyo (2009).
  10. D. Revuz and M. Yor, Continuous Martingales and Brownian Motion. Third edition. Springer (1999).
  11. B. Roynette and M. Yor, Penalising Brownian paths. Lect. Notes Maths 1969. Springer (2009).
  12. 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]
  13. B. Roynette, P. Vallois and M. Yor, Some penalisations of the Wiener measure. Japan J. Math. 1 (2006) 263–299. [CrossRef] [MathSciNet]
  14. 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.
  15. 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.
  16. M. Yor, The distribution of Brownian quantiles. J. Appl. Prob. 32 (1995) 405–416. [CrossRef]

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