Penalising Brownian paths / Bernard Roynette, Marc Yor
| Penalising Brownian paths / Bernard Roynette, Marc Yor |
| Autore | Roynette, Bernard |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XII, 275 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] |
| Soggetto non controllato |
Bessel process
Brownian Motions Martingales Penalisations Probability Theory |
| ISBN | 978-35-408-9698-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0071089 |
Roynette, Bernard
|
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| Berlin, : Springer, 2009 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Penalising Brownian paths / Bernard Roynette, Marc Yor
| Penalising Brownian paths / Bernard Roynette, Marc Yor |
| Autore | Roynette, Bernard |
| Pubbl/distr/stampa | Berlin, : Springer, 2009 |
| Descrizione fisica | XII, 275 p. ; 24 cm |
| Altri autori (Persone) | Yor, Marc |
| Soggetto topico |
60Fxx - Limit theorems in probability theory [MSC 2020]
60G30 - Continuity and singularity of induced measures [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] |
| Soggetto non controllato |
Bessel process
Brownian Motions Martingales Penalisations Probability Theory |
| ISBN | 978-35-408-9698-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00071089 |
Roynette, Bernard
|
||
| Berlin, : Springer, 2009 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||