Penalising Brownian Paths
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 theor...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | Roynette, Bernard (Autor), Yor, Marc (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
|
Edición: | 1st ed. 2009. |
Colección: | Lecture Notes in Mathematics,
1969 |
Temas: | |
Acceso en línea: | Texto Completo |
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