ISBN 9783540896982,Penalising Brownian Paths

Penalising Brownian Paths

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Publisher

Ingram Publisher Services

Publication Year 2009
ISBN-13

ISBN 9783540896982

ISBN-10 3540896988
Binding

Paperback

Number of Pages 298 Pages
Subject

Probability & statistics

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process that differs from the original. This book presents a number of examples of such penalisations in the Brownian and Bessel processes framework.
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