Título: A Global View Of Brownian Penalisations (Vol. 19) | ||
Autor: Najnudel, J. | Precio: $236.50 | |
Editorial: World Scientific Publishing Co. Inc | Año: 2009 | |
Tema: Matematicas | Edición: 1ª | |
Sinopsis | ISBN: 9784931469525 | |
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. |