Fr. 28.70

J. Najnudel, B. Roynette, M. Yor

A Global View of Brownian Penalisations

English · Paperback / Softback

Shipping usually takes at least 4 weeks (title will be specially ordered)

Description

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.

Product details

Authors	J. Najnudel, B. Roynette, M. Yor
Publisher	Mathematical Society of Japan

Languages	English
Product format	Paperback / Softback
Released	01.04.2009

EAN	9784931469525
ISBN	978-4-931469-52-5
No. of pages	137
Dimensions	173 mm x 246 mm x 10 mm
Weight	272 g
Series	Mathematical Society of Japan
Subject	Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.