Meine Filiale

Penalising Brownian Paths

Lecture Notes in Mathematics Band 1969

Marc Yor, Bernard Roynette

eBook
eBook
58,84
58,84
inkl. gesetzl. MwSt.
inkl. gesetzl. MwSt.
Sofort per Download lieferbar
Sofort per Download lieferbar
Sie können dieses eBook verschenken  i

Weitere Formate

Taschenbuch

55,99 €

Accordion öffnen

eBook (PDF)

58,84 €

Accordion öffnen
  • Penalising Brownian Paths

    PDF (Springer)

    Sofort per Download lieferbar

    58,84 €

    PDF (Springer)

Beschreibung

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 theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.

From the reviews:

“In this book the authors give a systematic study of penalisation. The book is divided into 5 chapters. … This book is very useful for graduate students and researchers interested in learning penalisations.” (Ren Ming Song, Mathematical Reviews, Issue 2010 e)

Produktdetails

Format PDF i
Kopierschutz Ja i
Family Sharing Nein i
Text-to-Speech Ja i
Erscheinungsdatum 31.07.2009
Sprache Englisch
EAN 9783540896999
Verlag Springer
Dateigröße 2847 KB

Weitere Bände von Lecture Notes in Mathematics

mehr

Kundenbewertungen

Es wurden noch keine Bewertungen geschrieben.

  • Artikelbild-0