The Resource Penalising Brownian paths, Bernard Roynette, Marc Yor
Penalising Brownian paths, Bernard Roynette, Marc Yor
Resource Information
The item Penalising Brownian paths, Bernard Roynette, Marc Yor represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Penalising Brownian paths, Bernard Roynette, Marc Yor represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- Extent
- 1 online resource (xii, 275 pages)
- 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
- Isbn
- 9783540896999
- Label
- Penalising Brownian paths
- Title
- Penalising Brownian paths
- Statement of responsibility
- Bernard Roynette, Marc Yor
- Language
- eng
- Summary
- Annotation
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Penalising-Brownian-paths-Bernard-Roynette-Marc/gNuh02li8-I/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Penalising-Brownian-paths-Bernard-Roynette-Marc/gNuh02li8-I/">Penalising Brownian paths, Bernard Roynette, Marc Yor</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
