%0 Journal Article
%T Wiener integral for the coordinate process under the $ ¦Ò$-finite measure unifying Brownian penalisations
%A Kouji Yano
%J Mathematics
%D 2009
%I arXiv
%X Wiener integral for the coordinate process is defined under the $ \sigma $-finite measure unifying Brownian penalisations, which has been introduced by Najnudel, Roynette and Yor. Its decomposition before and after last exit time from 0 is studied. This study prepares for the author's recent study of Cameron--Martin formula for the $ \sigma $-finite measure.
%U http://arxiv.org/abs/0909.5130v2