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...
Gardado en:
| Auteurs principaux: | , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2009. |
| Series: | Lecture Notes in Mathematics
1969 |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Table des matières:
- Some penalisations of theWiener measure Feynman-Kac penalisations for Brownian motion Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions A general principle and some questions about penalisations