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Del 19

Global View Of Brownian Penalisations, A

Häftad, Engelska, 2009

AvJ Najnudel,B Roynette,M Yor,M (Universite de Paris VI (Pierre Et Marie Curie)) Yor,J. Najnudel,B. Roynette,NAJNUDEL J,M. Yor

249 kr

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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

Produktinformation

  • Utgivningsdatum2009-04-01
  • Mått173 x 246 x 10 mm
  • Vikt272 g
  • FormatHäftad
  • SpråkEngelska
  • SerieDel 19 i Mathematical Society Of Japan Memoirs
  • Antal sidor137
  • FörlagMathematical Society of Japan
  • ISBN9784931469525

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