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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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