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A Global View of Brownian Penalisations
Contributor(s): Najnudel, J. (Author), Roynette, B. (Author), Yor, M. (Author)

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 ISBN: 4931469523     ISBN-13: 9784931469525
Publisher: Mathematical Society of Japan
OUR PRICE: $16.15  

Binding Type: Paperback
Published: April 2009
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Temporarily out of stock - Will ship within 2 to 5 weeks

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Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Stochastic Processes
- Mathematics | Complex Analysis
Series: Mathematical Society of Japan Memoirs
Physical Information: 0.4" H x 6.8" W x 9.7" L (0.60 lbs) 137 pages
 
Descriptions, Reviews, Etc.
Publisher Description:
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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