Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III
Abstract
Results of penalization of a one-dimensional Brownian motion (Xt) , by its one-sided maximum (St=0 ≤ u ≤ tXu), 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 t, as t ∞, or penalizations by functions of (St,Xt), and also the study of the speed of convergence, as t ∞, of the penalized distributions at time t.
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