论文标题
反射布朗动作的扰动的路径分解
Path decompositions of perturbed reflecting Brownian motions
论文作者
论文摘要
我们对在打击时间和最小值时反映布朗尼运动(PRBM)的扰动的路径分解感兴趣。我们的研究依赖于Lawler和Werner [10]和Le Jan [13] - [14]开发的环汤,尤其是在Lupu [15]发现的结果上,确定了PRBM的偏移定律,该法律与Brownian Bridges的循环量度相比最低限度。
We are interested in path decompositions of a perturbed reflecting Brownian motion (PRBM) at the hitting times and at the minimum. Our study relies on the loop soups developed by Lawler and Werner [10] and Le Jan [13]-[14], in particular on a result discovered by Lupu [15] identifying the law of the excursions of the PRBM above its past minimum with the loop measure of Brownian bridges.