Penalising Brownian Paths

Penalising Brownian Paths
Author :
Publisher : Springer Science & Business Media
Total Pages : 291
Release :
ISBN-10 : 9783540896982
ISBN-13 : 3540896988
Rating : 4/5 (988 Downloads)
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Book Synopsis Penalising Brownian Paths by : Bernard Roynette

Download or read book Penalising Brownian Paths written by Bernard Roynette and published by Springer Science & Business Media. This book was released on 2009-03-25 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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