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OverviewThe 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 Full Product DetailsAuthor: J Najnudel , B Roynette , M Yor (Universite de Paris VI (Pierre Et Marie Curie))Publisher: Mathematical Society of Japan Imprint: Mathematical Society of Japan Volume: 19 Dimensions: Width: 17.30cm , Height: 1.00cm , Length: 24.60cm Weight: 0.272kg ISBN: 9784931469525ISBN 10: 4931469523 Pages: 137 Publication Date: 01 April 2009 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Out of stock ![]() The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |