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Summary Results of penalization of a one-dimensional Brownian motion
. , 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
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
Let us denote by