Penalising Brownian Paths 在線電子書 圖書標籤: 數學 Springer 2009
發表於2024-11-23
Penalising Brownian Paths 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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.
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Penalising Brownian Paths 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024