Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII
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چکیده
We penalise Brownian motion by a function of its one-sided supremum considered up to the last zero before t, resp. first zero after t, of that Brownian motion. This study presents some analogy with penalisation by the longest length of Brownian excursions, up to time t.
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تاریخ انتشار 2017