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Penalisation of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding, X (2008)

Abstract
We develop a Brownian penalisation procedure related to weight processes $(F_t$) of the type : $F_t := f(I_t, S_t) where $f$ is a bounded function with compact support and $S_t (resp. I_t)$ is the one-sided maximum (resp. minimum) of the Brownian motion up to time $t$. Two main cases are treated : either $F_t$ is the indicator function of ${I_t ≥ α, S_t ≤ β}$ or F_t is null when$ {S_t − I_t > c}$ for some $c > 0$. Then we apply these results to some kind of asymptotic Skorokhod embedding problem.

Publication details
Download http://hal.archives-ouvertes.fr/hal-00275179/en/
Publisher HAL - CCSD
Repository INRIA a CCSD electronic archive server based on P.A.O.L (France)
Keywords Mathematics/Probability, Skorokhod's problem, penalisation, one-sided maximum and minimum, Laplace's method
Language English
Relation http://hal.inria.fr/docs/00/27/51/79/PDF/2008-22.pdf