| 書目名稱 | Penalising Brownian Paths |
| 編輯 | Bernard Roynette,Marc Yor |
| 視頻video | http://file.papertrans.cn/744/743370/743370.mp4 |
| 叢書名稱 | Lecture Notes in Mathematics |
| 圖書封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2009 |
| 關(guān)鍵詞 | Bessel process; Brownian motion; Martingale; Martingales; Penalisations; Probability theory |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-89699-9 |
| isbn_softcover | 978-3-540-89698-2 |
| isbn_ebook | 978-3-540-89699-9Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2009 |
|Archiver|手機(jī)版|小黑屋|
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