Global View Of Brownian Penalisations, A

Author:   J Najnudel ,  B Roynette ,  M Yor (Universite de Paris VI (Pierre Et Marie Curie))
Publisher:   Mathematical Society of Japan
Volume:   19
ISBN:  

9784931469525


Pages:   137
Publication Date:   01 April 2009
Format:   Paperback
Availability:   Out of stock   Availability explained
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Global View Of Brownian Penalisations, A


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Overview

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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Author:   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:  

9784931469525


ISBN 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   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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