DF (55) 55 54 94 02 • Cuernavaca (777) 102 83 86
Síguenos en:
 |  |  |
(55) 55 54 94 02
Libros relacionados
|
Título: Penalising Brownian Paths | |
| Autor: Roynette Bernard/ Yor Marc | Precio: $896.00 | |
| Editorial: Springer Publishing Company | Año: 2009 | |
| Tema: Matematicas, Textos, Ciencia | Edición: 1ª | |
| Sinopsis | ISBN: 9783540896982 | |
| 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. |
||
Disponibilidad: Bajo pedido
ó
ó
Librería Bonilla SA de CV © Todos los derechos reservados. 2019
Última actualización: Jul 2019