Penalising Brownian Paths (Paperback)

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Product Overview

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process that differs from the original. This book presents a number of examples of such penalisations in the Brownian and Bessel processes framework.


Publisher Springer Verlag
Mfg Part# 9783540896982
SKU 210824540
Format Paperback
ISBN10 3540896988
Release Date 8/5/2009
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