LEADER 02859nam 2200733Ia 450 001 9910483753603321 005 20200520144314.0 010 $a3-540-89699-6 024 7 $a10.1007/978-3-540-89699-9 035 $a(CKB)1000000000761202 035 $a(SSID)ssj0000319387 035 $a(PQKBManifestationID)11250100 035 $a(PQKBTitleCode)TC0000319387 035 $a(PQKBWorkID)10337991 035 $a(PQKB)11465853 035 $a(DE-He213)978-3-540-89699-9 035 $a(MiAaPQ)EBC3064412 035 $a(PPN)139950249 035 $a(EXLCZ)991000000000761202 100 $a20090213d2009 uy 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aPenalising Brownian paths /$fBernard Roynette, Marc Yor 205 $a1st ed. 2009. 210 $aBerlin $cSpringer$dc2009 215 $a1 online resource (XIII, 275 p.) 225 1 $aLecture notes in mathematics,$x0075-8434 ;$v1969 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-89698-8 320 $aIncludes bibliographical references. 327 $aSome 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. 330 $aPenalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1969. 606 $aBrownian motion processes 606 $aMartingales (Mathematics) 615 0$aBrownian motion processes. 615 0$aMartingales (Mathematics) 676 $a530.475 686 $aMAT 604f$2stub 686 $aMAT 605f$2stub 686 $aMAT 607f$2stub 686 $aSI 850$2rvk 686 $a*60-02$2msc 686 $a17,1$2ssgn 686 $a31.70$2bcl 686 $a60-06$2msc 686 $a60F99$2msc 686 $a60G30$2msc 686 $a60G44$2msc 686 $a60J25$2msc 686 $a60J55$2msc 686 $a60J65$2msc 700 $aRoynette$b Bernard$041731 701 $aYor$b Marc$054488 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910483753603321 996 $aPenalising Brownian Paths$9774129 997 $aUNINA