Sign In | Not yet a member? | Submit your article
 
Home   Technical   Study   Novel   Nonfiction   Health   Tutorial   Entertainment   Business   Magazine   Arts & Design   Audiobooks & Video Training   Cultures & Languages   Family & Home   Law & Politics   Lyrics & Music   Software Related   eBook Torrents   Uncategorized  

Penalising Brownian Paths (repost)
Penalising Brownian Paths (repost)
Date: 11 November 2010, 16:01

Free Download Now     Free register and download UseNet downloader, then you can FREE Download from UseNet.

    Download without Limit " Penalising Brownian Paths (repost) " from UseNet for FREE!

Bernard Roynette, Marc Yor, "Penalising Brownian Paths"
Springer | 2009 | ISBN: 3540896988 | 275 pages | PDF | 2,2 MB

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.
Download





Related Articles:
repost   Brownian   Paths   Penalising  

DISCLAIMER:

This site does not store Penalising Brownian Paths (repost) on its server. We only index and link to Penalising Brownian Paths (repost) provided by other sites. Please contact the content providers to delete Penalising Brownian Paths (repost) if any and email us, we'll remove relevant links or contents immediately.



Comments

Comments (0) All

Verify: Verify

    Sign In   Not yet a member?


Popular searches