Springer
Penalising Brownian Paths (English, Bernard Roynette | Marc Yor)
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Specifications
| Publisher | Springer |
| Language | English |
| ISBN-13 | 9783540896982 |
| ISBN-10 | 3540896988 |
| Author | Bernard Roynette | Marc Yor |
Product Description
Here on GlowMirror, you'll find Penalising Brownian Paths filed under Springer -- everything you need to know is covered below.
About the Book
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…
ISBN: 9783540896982
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Penalising Brownian Paths
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Springer
Who Should Read This
Students and professionals interested in Springer, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
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Penalising Brownian Paths is available in English on GlowMirror.
Who is the author of Penalising Brownian Paths?
Penalising Brownian Paths is authored by Bernard Roynette | Marc Yor.
Who published Penalising Brownian Paths?
Penalising Brownian Paths is published by Springer.
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What is Penalising Brownian Paths about?
About the Book
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...
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