Penalising Brownian Paths

by Bernard Roynette and Marc Yor

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540896988
• ISBN13: 9783540896982
• Release Date: March 2009
• Publisher: Springer
• Length: 275 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"