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# Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III

Periodica Mathematica Hungarica
Authors: Bernard Roynette, Pierre Vallois, and Marc Yor

Summary Results of penalization of a one-dimensional Brownian motion \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $(X_t)$ \end{document}, by its one-sided maximum \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $\big(S_t=\sup_{0 \leq u \leq t}X_u\big)$ \end{document}, which were recently obtained by the authors are improved  with the consideration - in the present paper - of the asymptotic behaviour of the likewise penalized Brownian bridges of length \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $t$ \end{document}, as \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $t\rightarrow \infty$ \end{document}, or penalizations by functions of \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $(S_t,X_t)$ \end{document}, and also the study of the speed of convergence, as \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $t\rightarrow \infty$ \end{document}, of the penalized distributions at time \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{upgreek} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} $t$ \end{document}.

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# Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV

Studia Scientiarum Mathematicarum Hungarica
Authors: Bernard Roynette, Pierre Vallois, and Marc Yor

. , Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III, Periodica Mathematica Hungarica , 50(1–2) (2005), 247–280. MR 2006m :60119 Yor M

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# Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V

Studia Scientiarum Mathematicarum Hungarica
Authors: Bernard Roynette, Pierre Vallois, and Marc Yor

Roynette, B., Vallois, P. , and Yor, M. , Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III, Period. Math. Hungar. , 50(1–2) (2005), 247–280. MR 2006m :60119 Yor M

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