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[null,"1.","Record Nr.",null,"UNISA996466477003316"]
[null,null,"Autore",null,"Roynette Bernard"]
[null,null,"Titolo",null,"Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor"]
[null,null,"Pubbl/distr/stampa",null,"Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009"]
[null,null,"ISBN",null,"3-540-89699-6"]
[null,null,"Edizione",null,"[1st ed. 2009.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XIII, 275 p.)"]
[null,null,"Collana",null,"Lecture Notes in Mathematics, , 0075-8434 ; ; 1969"]
[null,null,"Classificazione",null,"MAT 604f"]
[{"$nulls":4},"MAT 605f"]
[{"$nulls":4},"MAT 607f"]
[{"$nulls":4},"SI 850"]
[{"$nulls":4},"*60-02"]
[{"$nulls":4},"17,1"]
[{"$nulls":4},"31.70"]
[{"$nulls":4},"60-06"]
[{"$nulls":4},"60F99"]
[{"$nulls":4},"60G30"]
[{"$nulls":4},"60G44"]
[{"$nulls":4},"60J25"]
[{"$nulls":4},"60J55"]
[{"$nulls":4},"60J65"]
[null,null,"Disciplina",null,"530.475"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Probability Theory and Stochastic Processes"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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 "]
[{"$nulls":4},"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."]