%0 Journal Article
%T A remarkable $¦Ò$-finite measure associated with last passage times and penalisation problems
%A Joseph Najnudel
%A Ashkan Nikeghbali
%J Mathematics
%D 2009
%I arXiv
%X In this paper, we give a global view of the results we have obtained in relation with a remarkable class of submartingales, called $(\Sigma)$, and its links with a universal sigma-finite measure and penalization problems on the space of continuous and cadlag paths.
%U http://arxiv.org/abs/0912.1693v1