03127nam 22007215 450 99646647700331620200701054942.03-540-89699-610.1007/978-3-540-89699-9(CKB)1000000000761202(SSID)ssj0000319387(PQKBManifestationID)11250100(PQKBTitleCode)TC0000319387(PQKBWorkID)10337991(PQKB)11465853(DE-He213)978-3-540-89699-9(MiAaPQ)EBC3064412(PPN)139950249(EXLCZ)99100000000076120220100301d2009 u| 0engurnn|008mamaatxtccrPenalising Brownian Paths[electronic resource] /by Bernard Roynette, Marc Yor1st ed. 2009.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2009.1 online resource (XIII, 275 p.) Lecture Notes in Mathematics,0075-8434 ;1969Bibliographic Level Mode of Issuance: Monograph3-540-89698-8 Includes bibliographical references.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.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.Lecture Notes in Mathematics,0075-8434 ;1969ProbabilitiesProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Brownian motion processesMartingales (Mathematics)Probabilities.Probability Theory and Stochastic Processes.530.475MAT 604fstubMAT 605fstubMAT 607fstubSI 850rvk*60-02msc17,1ssgn31.70bcl60-06msc60F99msc60G30msc60G44msc60J25msc60J55msc60J65mscRoynette Bernardauthttp://id.loc.gov/vocabulary/relators/aut41731Yor Marcauthttp://id.loc.gov/vocabulary/relators/autBOOK996466477003316Penalising Brownian Paths2831071UNISA