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.
展开▼
机译：我们给出了一大类零值经常性扩散的归一化定律的极限定理（关于在给定水平$ a $到时间$ t $涉及最后通过时间的泛函）。我们的结果依赖于零时扩散逆局部时间的L'evy度量的假设。作为特殊情况，我们恢复了Najnudel，Roynette和Yor在（反映的）布朗环境下获得的一些惩罚结果。
展开▼
