A Global View of Brownian Penalisations (Paperback) (ISBN-13: 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.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets

Author: J. Najnudel,B. Roynette,M. Yor
ISBN-10: 4931469523
ISBN-13: 9784931469525
Publisher: Mathematical Society of Japan
Language: English
Published: 04/01/2009
Pages: 137
Format: Paperback
Weight: 0.60lbs
Size: 9.70h x 6.80w x 0.40d