A global view of Brownian penalisations
By: J. Najundel, B. Roynette and M. Yor
Contributors: Roynette, Bernard; Yor, Marc
Series: MSJ memoirs -- v. 19; MSJ memoirs -- v. 19.
Publisher: Mathematical Society of Japan
Published: 2009
Place of publication: Tokyo
Language: eng
Number of pages: 137
ISBN-13: 9784931469525
Subjects: Brownian motion processes; Markov processes
Notes: Includes bibliographical references (p. 133-136).