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Global View Of Brownian Penalisations, A
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Global View Of Brownian Penalisations, A

Book Details

Format Paperback / Softback
ISBN-10 4931469523
ISBN-13 9784931469525
Publisher Mathematical Society of Japan
Imprint Mathematical Society of Japan
Country of Manufacture JP
Country of Publication GB
Publication Date Apr 1st, 2009
Print length 137 Pages
Product Classification: Stochastics
Ksh 2,500.00
Publisher Out of Stock

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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
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

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