Coverart for item
The Resource Penalising Brownian paths, Bernard Roynette, Marc Yor

Penalising Brownian paths, Bernard Roynette, Marc Yor

Label
Penalising Brownian paths
Title
Penalising Brownian paths
Statement of responsibility
Bernard Roynette, Marc Yor
Creator
Contributor
Subject
Language
eng
Summary
Annotation
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Roynette, Bernard
Dewey number
530.475
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
  • QA274.75
  • QA3
LC item number
.L28 no. 1969
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc
Series statement
Lecture notes in mathematics,
Series volume
1969
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Martingales (Mathematics)
  • Brownian motion processes
  • Martingales (Mathematics)
Summary expansion
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account
Label
Penalising Brownian paths, Bernard Roynette, Marc Yor
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- 1 Some Penalisations of Wiener Measure -- 2 Feynman-Kac Penalisations for Brownian Motion -- 3 Penalisations of a Bessel Process with Dimension d (0<d<2) by a Function of the Ranked Lengths of its Excursions -- 4 A General Principle and some Questions About Penalisations
Control code
458558677
Dimensions
unknown
Extent
1 online resource (xii, 275 pages)
Form of item
online
Isbn
9783540896999
Lccn
2008942371
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-89699-9
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-89698-2
Publisher number
12581696
Specific material designation
remote
System control number
(OCoLC)458558677
Label
Penalising Brownian paths, Bernard Roynette, Marc Yor
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
mixed
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- 1 Some Penalisations of Wiener Measure -- 2 Feynman-Kac Penalisations for Brownian Motion -- 3 Penalisations of a Bessel Process with Dimension d (0<d<2) by a Function of the Ranked Lengths of its Excursions -- 4 A General Principle and some Questions About Penalisations
Control code
458558677
Dimensions
unknown
Extent
1 online resource (xii, 275 pages)
Form of item
online
Isbn
9783540896999
Lccn
2008942371
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-540-89699-9
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-3-540-89698-2
Publisher number
12581696
Specific material designation
remote
System control number
(OCoLC)458558677

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