Penalising Brownian paths

Author(s)

• Roynette, Bernard
• Yor, Marc

Bibliographic Information

Penalising Brownian paths

Bernard Roynette, Marc Yor

（Lecture notes in mathematics, 1969）

Springer, c2009

Note

Includes bibliographical references

Details

• NCID: BA89547226
• ISBN:
  • 9783540896982
• LCCN: 2008942371
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xii, 275 p., [1] leaf of plates
• Size: 24 cm
• Classification:
  • LCC : QA3
  • DC : 519.233
• Subject Headings:
  • LCSH : Brownian motion processes
  • LCSH : Martingales (Mathematics)
• Parent Bibliography ID:
  • BA00146586