Global View Of Brownian Penalisations, A
Book Details
Format
Paperback / Softback
Book Series
Mathematical Society Of Japan Memoirs
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
AI Summary
Ksh 2,500.00
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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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