| Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII (2008) | |||||||||||||
Abstract | |||||||||||||
| 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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