A global view of Brownian penalisations
著者
書誌事項
A global view of Brownian penalisations
（MSJ memoirs, v. 19）
Mathematical Society of Japan, 2009
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注記
Bibliography: p. 133-136
内容説明・目次
内容説明
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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