| A Global View of Brownian Penalisations Contributor(s): Najnudel, J. (Author), Roynette, B. (Author), Yor, M. (Author) |
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ISBN: 4931469523 ISBN-13: 9784931469525 Publisher: Mathematical Society of Japan OUR PRICE: $16.15 Product Type: Paperback Published: April 2009 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Complex Analysis |
| Series: Mathematical Society of Japan Memoirs |
| Physical Information: 0.4" H x 6.8" W x 9.7" (0.60 lbs) 137 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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 |