Penalising Brownian Paths
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theor...
Kaydedildi:
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edisyon: | 1st ed. 2009. |
| Seri Bilgileri: | Lecture Notes in Mathematics
1969 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Description d'apès consultation du 13 janvier 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Penalising Brownian paths, Bernard Roynette, Marc Yor, 2009, Berlin, Springer, 1 vol. (XII-275 p.), Lecture notes in mathematics, 978-3-540-89698-2 • Penalising Brownian Paths, Texte imprimé, 9783540897316 • Penalising Brownian paths, Bernard Roynette, Marc Yor, 2009, Berlin, Springer, 1 vol. (XII-275 p.), Lecture notes in mathematics, 978-3-540-89698-2 |