As in preceding papers inwhich we studied the limits of penalized 1-dimensional Wienermeasures with certain functionals Γt, we obtain here theexistence of the limit, as t → ∞, of d-dimensional Wienermeasures penalized by a function of the maximum up to time t ofthe Brownian winding process (for d = 2), or in {d}≥ 2dimensions for Brownian motionprevented to exit a cone before time t. Various extensions of these multidimensional penalisations arestudied, and the limit laws are described. Throughout this paper, the skew-product decomposition ofd-dimensional Brownian motion plays an important role.
