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Penalizing null recurrent diffusions

   
@article{EJP2267,
	author = {Christophe Profeta},
	title = {Penalizing null recurrent diffusions},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {17},
	year = {2012},
	keywords = {Penalization; null recurrent diffusions; last passage times; inverse local time},
	abstract = {We present some limit theorems for the normalized laws (with respect to functionals involving last passage times at a given level $a$ up to time $t$) of a large class of null recurrent diffusions.  Our results rely on hypotheses on the L\'evy measure of the diffusion inverse local time at 0. As a special case, we recover some of the penalization results obtained by Najnudel, Roynette and Yor in the (reflected) Brownian setting.},
	pages = {no. 69, 1-23},
	issn = {1083-6489},
	doi = {10.1214/EJP.v17-2267},    
        url = {http://ejp.ejpecp.org/article/view/2267}}