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Record Nr. |
UNINA9910483753603321 |
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Autore |
Roynette Bernard |
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Titolo |
Penalising Brownian paths / / Bernard Roynette, Marc Yor |
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Pubbl/distr/stampa |
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Berlin, : Springer, c2009 |
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ISBN |
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Edizione |
[1st ed. 2009.] |
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Descrizione fisica |
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1 online resource (XIII, 275 p.) |
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Collana |
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Lecture notes in mathematics, , 0075-8434 ; ; 1969 |
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Classificazione |
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MAT 604f |
MAT 605f |
MAT 607f |
SI 850 |
*60-02 |
17,1 |
31.70 |
60-06 |
60F99 |
60G30 |
60G44 |
60J25 |
60J55 |
60J65 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Brownian motion processes |
Martingales (Mathematics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations. |
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Sommario/riassunto |
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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 |
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