Del 624
Marches Aleatoires sur les Groupes de Lie
Yves Guivarc'h, Michael Keane, Bernard Roynette
Häftad
489 kr
Del 1969 i serien Lecture Notes in Mathematics
Penalising Brownian Paths
Häftad, Engelska, 2009
699 kr
Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.
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.
Produktinformation
- Utgivningsdatum2009-03-25
- Mått155 x 235 x 17 mm
- Vikt452 g
- FormatHäftad
- SpråkEngelska
- SerieLecture Notes in Mathematics
- Antal sidor275
- Upplaga2009
- FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- ISBN9783540896982
Tillhör följande kategorier
Hoppa över listan
Mer från samma författare
Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
Inbunden
1 379 kr
Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
Häftad
1 379 kr
Hoppa över listan
Mer från samma serie
Del 1250
Stochastic Processes - Mathematics and Physics II
Sergio Albeverio, Philippe Blanchard, Ludwig Streit
Häftad
489 kr
Del 759
Del 1302
Function Spaces and Applications
Michael Cwikel, Jaak Peetre, Yoram Sagher, Hans E. Wallin
Häftad
629 kr
Del 1927
Calculus of Variations and Nonlinear Partial Differential Equations
Luigi Ambrosio, Luis A. Caffarelli, Michael G. Crandall, Lawrence C. Evans, Nicola Fusco, Bernard Dacorogna, Paolo Marcellini
Häftad
699 kr
Del 1660
Viscosity Solutions and Applications
Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis, Italo Capuzzo Dolcetta, Pierre Lions
Häftad
699 kr
Del 2017
Lebesgue and Sobolev Spaces with Variable Exponents
Lars Diening, Petteri Harjulehto, Peter Hästö, Michael Ruzicka
Häftad
1 249 kr
Del 2070
Probabilistic Group Theory, Combinatorics, and Computing
Alla Detinko, Dane Flannery, Eamonn O'Brien
Häftad
489 kr
Del 2191
Hoppa över listan
Du kanske också är intresserad av
Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
Inbunden
1 379 kr
Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
Häftad
1 379 kr
Del 624
Marches Aleatoires sur les Groupes de Lie
Yves Guivarc'h, Michael Keane, Bernard Roynette
Häftad
489 kr
Del 35
Del 1801
Del 1969
Del 293