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Global View Of Brownian Penalisations, A

Global View Of Brownian Penalisations, A

READABOOK BY ALKEM

Format: Print Book

ISBN: 9784931469525

Tax included.
The present volume is an expository monograph on Brownian penalisation, an important new notion the authors introduced to the theory of Wiener measure and Markov processes. It will serve as a concise guidebook for students and researchers who study probability theory, stochastic processes and mathematical finance.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets

Format: Paperback
No of Pages: 137
Imprint: Mathematical Society Of Japan, Japan
Publication date: 20090401
Series: Mathematical Society Of Japan Memoirs




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