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Penalising Brownian Paths
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
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.
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.
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Book information
Edition
1st Edition
ISBN [Softcover]
9783540896982
Publisher
Springer
Year
2009
Pages
XIII, 275 p.
Series Title
Lecture Notes in Mathematics
Language
English
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