TY  - BOOK
AU  - 
AU  - 
ED  - SpringerLink (Online service)
TI  - Penalising Brownian Paths
T2  - Lecture Notes in Mathematics,
SN  - 9783540896999
PY  - 2009///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Distribution (Probability theory)
KW  - Probability Theory and Stochastic Processes
N1  - 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; ZDB-2-SMA; ZDB-2-LNM
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-540-89699-9
ER  -