Penalising Brownian Paths
| Author | : Bernard Roynette |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 291 |
| Release | : 2009-03-25 |
| ISBN-10 | : 9783540896982 |
| ISBN-13 | : 3540896988 |
| Rating | : 4/5 (82 Downloads) |
Book Synopsis Penalising Brownian Paths by : Bernard Roynette
Download or read book Penalising Brownian Paths written by Bernard Roynette and published by Springer Science & Business Media. This book was released on 2009-03-25 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process that differs from the original. This book presents a number of examples of such penalisations in the Brownian and Bessel processes framework.
