The Resource Penalising Brownian Paths, by Bernard Roynette, Marc Yor, (electronic resource)

Penalising Brownian Paths, by Bernard Roynette, Marc Yor, (electronic resource)

Label
Penalising Brownian Paths
Title
Penalising Brownian Paths
Statement of responsibility
by Bernard Roynette, Marc Yor
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
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
Member of
Is Subseries of
http://library.link/vocab/creatorName
Roynette, Bernard
Dewey number
530.475
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • _jarI8BLEpg
  • g9cJKIerhgU
Image bit depth
0
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Yor, Marc.
Series statement
Lecture Notes in Mathematics,
Series volume
1969
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Penalising Brownian Paths, by Bernard Roynette, Marc Yor, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations
Dimensions
unknown
Edition
1st ed. 2009.
Extent
1 online resource (XIII, 275 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540896999
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-89699-9
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000761202
  • (SSID)ssj0000319387
  • (PQKBManifestationID)11250100
  • (PQKBTitleCode)TC0000319387
  • (PQKBWorkID)10337991
  • (PQKB)11465853
  • (DE-He213)978-3-540-89699-9
  • (MiAaPQ)EBC3064412
  • (EXLCZ)991000000000761202
Label
Penalising Brownian Paths, by Bernard Roynette, Marc Yor, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Color
not applicable
Content category
text
Content type code
  • txt
Contents
Some penalisations of theWiener measure -- Feynman-Kac penalisations for Brownian motion -- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions -- A general principle and some questions about penalisations
Dimensions
unknown
Edition
1st ed. 2009.
Extent
1 online resource (XIII, 275 p.)
File format
multiple file formats
Form of item
online
Isbn
9783540896999
Level of compression
uncompressed
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-89699-9
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000761202
  • (SSID)ssj0000319387
  • (PQKBManifestationID)11250100
  • (PQKBTitleCode)TC0000319387
  • (PQKBWorkID)10337991
  • (PQKB)11465853
  • (DE-He213)978-3-540-89699-9
  • (MiAaPQ)EBC3064412
  • (EXLCZ)991000000000761202

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