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Penalising symmetric stable Lévy paths. (English) Zbl 1180.60008

The aim of this paper is to investigate the problems of the limit laws for normalized Wiener measures with respect to various veight process. The author call these studies penalization problems. They develope these problems in the case of any symmetric stable Lévy process of index \(1<\alpha\leq2\).

MSC:

60B10 Convergence of probability measures
60G52 Stable stochastic processes
60G44 Martingales with continuous parameter
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