On universality in penalisation problems with multiplicative weights

Kouji Yano

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arXiv · 2106.15330

On universality in penalisation problems with multiplicative weights

Kouji Yano

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Abstract

We give a general framework for the universality classes of $ \sigma $-finite measures in penalisation problems with multiplicative weights. We discuss penalisation problems for Brownian motions, L\'evy processes and Langevin processes in our framework.

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Kouji Yano. 2021-06-29. On universality in penalisation problems with multiplicative weights. https://arxiv.org/abs/2106.15330

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