A global view of Brownian penalisations /

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Bibliographic Details
Author / Creator:Najnudel, J. (Joseph)
Imprint:Tokyo : Mathematical Society of Japan, 2009.
Description:xi, 137 p. ; 25 cm.
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
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Other authors / contributors:Roynette, Bernard.
Yor, Marc.
Notes:Includes bibliographical references (p. 133-136).
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
Physical Description:xi, 137 p. ; 25 cm.
Bibliography:Includes bibliographical references (p. 133-136).