Global View Of Brownian Penalisations, A

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?-Finite Measures
A?Af-Finite Measures
Brownian Penalisations
Category=PBWL
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Markov Chains
Stopping Time
σ-Finite Measures

Product details

  • ISBN 9784931469525
  • Publication Date: 01 Apr 2009
  • Publisher: Mathematical Society of Japan
  • Publication City/Country: JP
  • Product Form: Paperback
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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