A global view of Brownian penalisations /
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| Author / Creator: | Najnudel, J. (Joseph) |
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| Imprint: | Tokyo : Mathematical Society of Japan, 2009. |
| Description: | xi, 137 p. ; 25 cm. |
| Language: | English |
| Series: | MSJ memoirs ; v. 19 MSJ memoirs ; v. 19. |
| Subject: | Brownian motion processes. Markov processes. Brownian motion processes. Markov processes. |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8515869 |
| Summary: | 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 |
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| Physical Description: | xi, 137 p. ; 25 cm. |
| Bibliography: | Includes bibliographical references (p. 133-136). |
| ISBN: | 9784931469525 4931469523 |
