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| 001 | 978-3-540-89699-9 | ||
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| 008 | 100301s2009 gw | s |||| 0|eng d | ||
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_a9783540896999 _9978-3-540-89699-9 |
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_a10.1007/978-3-540-89699-9 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
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_aPBT _2bicssc |
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_aPBWL _2thema |
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_a519.2 _223 |
| 100 | 1 |
_aRoynette, Bernard. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 245 | 1 | 0 |
_aPenalising Brownian Paths _h[electronic resource] / _cby Bernard Roynette, Marc Yor. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009. |
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| 300 |
_aXIII, 275 p. _bonline resource. |
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_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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_aLecture Notes in Mathematics, _x0075-8434 ; _v1969 |
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| 505 | 0 | _aSome 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. | |
| 520 | _aPenalising 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. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 700 | 1 |
_aYor, Marc. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
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_iPrinted edition: _z9783540897316 |
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_iPrinted edition: _z9783540896982 |
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_aLecture Notes in Mathematics, _x0075-8434 ; _v1969 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-540-89699-9 |
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