Global View Of Brownian Penalisations, A

J Najnudel author B Roynette author M Yor author

Format:Paperback

Publisher:Mathematical Society of Japan

Published:1st Apr '09

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Global View Of Brownian Penalisations, A cover

The present volume is an expository monograph on Brownian penalisation, an important new notion the authors introduced to the theory of Wiener measure and Markov processes. It will serve as a concise guidebook for students and researchers who study probability theory, stochastic processes and mathematical finance.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets

ISBN: 9784931469525

Dimensions: unknown

Weight: unknown

137 pages