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Penalising Brownian Paths - Lecture Notes in Mathematics Bernard Roynette
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Penalising Brownian Paths - Lecture Notes in Mathematics
Bernard Roynette
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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 25. marca 2009 |
| ISBN13 | 9783540896982 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 275 |
| Dimenzije | 156 × 234 × 15 mm · 430 g |
| Jezik | Francoščina |
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