Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II
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🧮 math.PR
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canonicallocalmaximummeasuresprobabilitytimeassociatedbrownian
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We obtain probability measures on the canonical space penalizing the Wiener measure by a function of its maximum (resp. minimum, local time). We study the law of the canonical process under these new probability measures.
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