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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2009. gada 25. marts |
| ISBN13 | 9783540896982 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 275 |
| Izmēri | 156 × 234 × 15 mm · 430 g |
| Valoda | Franču |
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