By Bernard Roynette,Marc Yor
Penalising a method is to change its distribution with a proscribing approach, hence defining a brand new approach whose homes fluctuate a little from these of the unique one. we're providing a few examples of such penalisations within the Brownian and Bessel procedures framework. The Martingale conception performs an important function. A basic precept for penalisation emerges from those examples. specifically, it really is proven within the Brownian framework confident sigma-finite degree takes a wide type of penalisations into account.
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