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Limiting laws associated with Brownian motion perturbated by normalized exponential weights. (English. Abridged French version) Zbl 1031.60021

Summary: We perturb Brownian motion on the time interval \([0,t]\) by an exponential weight; we show that for a large class of these weights the corresponding probability laws converge weakly as \(t\to \infty\).

MSC:

60F05 Central limit and other weak theorems
60J65 Brownian motion
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