Global View Of Brownian Penalisations, A 1
bokomslag Global View Of Brownian Penalisations, A
Vetenskap & teknik

Global View Of Brownian Penalisations, A

J Najnudel • B Roynette • M Yor

Pocket

279:-

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  • 137 sidor
  • 2009
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
  • Författare: J Najnudel, B Roynette, M Yor
  • Format: Pocket/Paperback
  • ISBN: 9784931469525
  • Språk: Engelska
  • Antal sidor: 137
  • Utgivningsdatum: 2009-04-01
  • Förlag: Mathematical Society of Japan

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