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Penalisation of the symmetric random walk by several functions of the supremum
Penalisation symmetric random several functions of the supremum
2011/1/21
all ( ,F1,P,X,F) the canonical space for the standard random walk on Z. Thus, denotes the set of paths : N ! Z such that | (n + 1) − (n)| = 1, X = (Xn, n 0) is the canonical coordinate proc...