Penalising Brownian Paths

Name: Penalising Brownian Paths
SKU: 2778858
Price: 138.99 AUD
Availability: InStock

By:

Format:

Paperback / softback

Series:

Lecture Notes in Mathematics

Show Hide Adult Content

$138.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $34.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 11-21 June using International Courier

Description

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.

Release date Australia

March 25th, 2009

Author

Audience

Professional & Vocational

Illustrations

XIII, 275 p.

Pages

275

Series

Lecture Notes in Mathematics

Dimensions

156x234x15

ISBN-13

9783540896982

Product ID

2778858

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here