Université Paris 6Pierre et Marie Curie Université Paris 7Denis Diderot CNRS U.M.R. 7599 Probabilités et Modèles Aléatoires''

### Limiting laws associated with brownian motion perturbated by normalized exponential weights

Auteur(s):

Code(s) de Classification MSC:

• 60F15 Strong theorems
• 60F17 Functional limit theorems; invariance principles
Résumé: 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 $t \rightarrow \infty$