2 papers
math.PR2018
Penalization of Galton-Watson processes
Romain Abraham, Pierre Debs
We apply the penalization technique introduced by Roynette, Vallois, Yor for Brownian motion to Galton-Watson processes with a penalizing function of the form where P is…
math.PR2010
Penalisation of the symmetric random walk by several functions of the supremum
Pierre Debs
In this paper, we penalised the standard random walk by several functions of its maximum. The aim is to show that in spite of very close penalisation functions, under the new proba…