- Start
- Penalising Brownian Paths
Penalising Brownian Paths
Angebote / Angebote:
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.
Folgt in ca. 5 Arbeitstagen
Preis
69,00 CHFVerfügbarkeit:
LieferbarArtikel, die Sie kürzlich angesehen haben
Lieferbar in 24 Stunden
Fremdlagertitel. Lieferzeit unbestimmt
Fremdlagertitel. Lieferzeit unbestimmt