Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Limiting laws associated with brownian motion perturbated by normalized exponential weights

Auteur(s):

Code(s) de Classification MSC:

Résumé: We perturb Brownian motion on the time interval $[0,t]$ by an exponential weight; we show that for a large class of these weights the corresponding probability laws converge weakly as $t \rightarrow \infty$

Mots Clés: Wiener measure ; exponential weights ; limiting laws

Date: 2003-04-02

Prépublication numéro: PMA-812