Penalising Brownian Paths
Penalising Brownian Paths
Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540896999
Condition
New
Product Description
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.
Available Colors
Available Sizes
1 Offer
Price Range: $39.99 - $39.99
Price Comparison
Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
---|---|---|---|---|---|---|---|---|---|---|
BEST PRICE 1 Product Purchase
|
$39.99 | $39.99 |
|
$39.99 | See Site | In stock | Visit Store |