Penalising Brownian Paths [[electronic resource] /] / by Bernard Roynette, Marc Yor |
Autore | Roynette Bernard |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (XIII, 275 p.) |
Disciplina | 530.475 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
Soggetto non controllato |
Brownian motion processes
Martingales (Mathematics) |
ISBN | 3-540-89699-6 |
Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNISA-996466477003316 |
Roynette Bernard
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Penalising Brownian paths / / Bernard Roynette, Marc Yor |
Autore | Roynette Bernard |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, : Springer, c2009 |
Descrizione fisica | 1 online resource (XIII, 275 p.) |
Disciplina | 530.475 |
Altri autori (Persone) | YorMarc |
Collana | Lecture notes in mathematics |
Soggetto topico |
Brownian motion processes
Martingales (Mathematics) |
ISBN | 3-540-89699-6 |
Classificazione |
MAT 604f
MAT 605f MAT 607f SI 850 *60-02 17,1 31.70 60-06 60F99 60G30 60G44 60J25 60J55 60J65 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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. |
Record Nr. | UNINA-9910483753603321 |
Roynette Bernard
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||
Berlin, : Springer, c2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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