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Synopsis
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.
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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.
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Penalising Brownian Paths.
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Gr.-8°. XII, 275 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped/gestempelt. Lecture Notes in Mathematics , Vol. 1969. Sprache: Englisch. Seller Inventory # 3490DB
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Penalising Brownian Paths
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Paperback. Condition: Very Good. Springer, 2009. xii, 275 pp. 23.5 x 15.5 cm. Stiff paper wrappers printed in goldenrod and dark purple. Some light rubbing to covers consistent with normal shelfwear. Light bumping to head of spine. Some rubbing and light peeling to bottom corner of rear cover. Interior clean and unmarked. Binding firm. . Soft Cover. Very Good. Seller Inventory # 626982
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Penalising Brownian Paths (lecture Notes In Mathematics)
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Penalising Brownian Paths (eng)
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Penalising Brownian Paths (Lecture Notes in Mathematics, 1969)
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