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|---|---|---|---|
| 003 | DE-He213 | ||
| 005 | 20191013150405.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2009 gw | s |||| 0|eng d | ||
| 020 | 6 | 4 |
_a9783540896999 _9978-3-540-89699-9 |
| 024 | 8 | 7 |
_a10.1007/978-3-540-89699-9 _2doi |
| 100 | 8 | 1 |
_aRoynette, Bernard. _eauthor. _9146366 |
| 245 | 9 | 7 |
_aPenalising Brownian Paths _h[electronic resource] / _cby Bernard Roynette, Marc Yor. |
| 001 | 000065781 | ||
| 300 | 6 | 4 | _bonline resource. |
| 490 | 8 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1969 |
| 505 | 8 | 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 | 6 | 4 | _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 | 8 | 0 |
_aMathematics. _98571 |
| 650 | 8 | 0 |
_aDistribution (Probability theory). _98572 |
| 650 |
_aMathematics. _98571 |
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| 650 |
_aProbability Theory and Stochastic Processes. _98574 |
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| 700 | 8 | 1 |
_aYor, Marc. _eauthor. _9146367 |
| 710 | 8 | 2 |
_aSpringerLink (Online service) _9146368 |
| 773 | 8 | 0 | _tSpringer eBooks |
| 776 |
_iPrinted edition: _z9783540896982 |
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| 830 | 8 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1969 _9146369 |
| 856 |
_uhttp://dx.doi.org/10.1007/978-3-540-89699-9 _zde clik aquí para ver el libro electrónico |
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| 264 | 8 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009. |
| 336 | 6 | 4 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
| 338 | 6 | 4 |
_aonline resource _bcr _2rdacarrier |
| 347 | 6 | 4 |
_atext file _bPDF _2rda |
| 516 | 6 | 4 | _aZDB-2-SMA |
| 516 | 6 | 4 | _aZDB-2-LNM |
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