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Penalising Brownian Paths eBook

by Bernard Roynette e Marc Yor
language: english
Publisher: Springer Berlin Heidelberg, July of 2009 ‧
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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. This title presents a number of examples of such penalisations in the Brownian and Bessel processes framework.

Penalising Brownian Paths

by Bernard Roynette e Marc Yor

Property Description
ISBN: 9783540896999
Publisher: Springer Berlin Heidelberg
Release Date: July of 2009
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Lecture Notes In Mathematics
Categories: eBooks in English > Science > Mathematics
EAN: 9783540896999

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