Author

Joseph Najnudel

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Preprint Aug 2026

Penalisation of Two-Dimensional Brownian Motion

We study a penalisation problem for two-dimensional Brownian motion. Starting from the Wiener measure, we consider a family of probability measures obtained by weighting paths by a nonnegative functional $F_t$ depending on $t \geq 0$, $F_t$ being measurable with respect to the $\sigma$-algebra generated by the path up...

Joseph Najnudel, Thammadol Tansrivorarat · 0 citations