Penalising Brownian Paths - Lecture Notes in Mathematics - Bernard Roynette - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540896982 - March 25, 2009
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Bernard Roynette
Penalising Brownian Paths - Lecture Notes in Mathematics

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Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process that differs from the original. This book presents a number of examples of such penalisations in the Brownian and Bessel processes framework.

275 pages, 1, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 25, 2009
ISBN13 9783540896982
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 275
Dimensions 156 × 234 × 15 mm   ·   430 g
Language French  

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