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Penalising Brownian paths:

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Bibliographische Detailangaben
Beteiligte Personen:	Roynette, Bernard (VerfasserIn), Yor, Marc 1949-2014 (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Berlin[u.a.] Springer 2009
Schriftenreihe:	Lecture notes in mathematics 1969
Schlagwörter:	Brownsche Bewegung - Martingal Brownian motion processes Martingales (Mathematics) Brownsche Bewegung Martingal
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017361601&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XII, 275 S. Ill., graph. Darst.
ISBN:	9783540896982

Internformat

MARC


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Datensatz im Suchindex

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adam_text	CONTENTS 0 INTRODUCTION 1 0.1 THE PENALISATION PROBLEM 1 0.2 ASYMPTOTIC STUDY OF THE NORMALISATION FACTOR 3 0.3 FROM THE FAMILY (V X , X E M) TO A PENALISATION THEOREM 8 0.4 PENALISATION AND CONDITIONING BY AN EVENT OF PROBABILITY 0 13 0.5 PENALISATION AND STATISTICAL MECHANICS 23 0.6 PENALISATION AS A MACHINE TO CONSTRUCT MARTINGALES 27 BIBLIOGRAPHY 33 1 SOME PENALISATIONS OF THE WIENER MEASURE 35 1.1 INTRODUCTION : A ROUGH IDEA ABOUT PENALISATION 35 1.2 SOME META-THEOREMS LEADING TO PENALISED PROBABILITIES 36 1.3 CASE I :T T = S T :=SUPX S , OR T T = L T {X) 40 S FT 1.4 CASE II : T T = / DSQ(X S ), WITH (X S ) : BM(K D ), D = 1,2 45 JO 1.5 CASE III : T T = BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/991658825 DIGITALISIERT DURCH VI CONTENTS 2.3 A DIRECT PROOF OF POINT 1) OF THEOREM 2.1 75 2.4 ABSOLUTE CONTINUITY RELATIONSHIPS BETWEEN THE PROBABILITIES W X ( I) AND DEFINITION OF THE W X (X * R) 81 2.5 AN EXTENSION OF THEOREM 2.1 103 2.6 PENALISATION BY A FUNCTION OF L AND L 1 , WITH A / A^ 113 BIBLIOGRAPHY 130 3 PENALISATIONS OF A BESSEL PROCESS WITH DIMENSION D (0 D 2) BY A FUNCTION OF THE RANKED LENGTHS OF ITS EXCURSIONS 131 GENERALITIES 131 3.1 INTRODUCTION 131 3.2 SOME PREREQUISITES ABOUT BESSEL PROCESSES OF DIMENSION D = 2(1 - Q), 0 A 1 135 PENALISATIONS OF A BES(D) PROCESS, INVOLVING ONE RANKED LENGTH OF ITS EXCURSIONS 148 3.3 PENALISATION BY (V ] X) 148 3.4 PENALISATION BY (V^ (1) X) CONTENTS VII APPENDICES 261 A TABLES 262 B SOME COMMUTATIVE DIAGRAMS 266 C INDEX OF MAIN NOTATIONS 269 D CLASSIFICATION OF RIGOROUS RESULTS AND META-THEOREMS IN THIS VOLUME 274
any_adam_object	1
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id	DE-604.BV035441349
illustrated	Illustrated
indexdate	2024-12-20T13:32:34Z
institution	BVB
isbn	9783540896982
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-017361601
oclc_num	305125349
open_access_boolean
owner	DE-91G DE-BY-TUM DE-824 DE-83 DE-11 DE-188
owner_facet	DE-91G DE-BY-TUM DE-824 DE-83 DE-11 DE-188
physical	XII, 275 S. Ill., graph. Darst.
publishDate	2009
publishDateSearch	2009
publishDateSort	2009
publisher	Springer
record_format	marc
series	Lecture notes in mathematics
series2	Lecture notes in mathematics
spellingShingle	Roynette, Bernard Yor, Marc 1949-2014 Penalising Brownian paths Lecture notes in mathematics Brownsche Bewegung - Martingal Brownian motion processes Martingales (Mathematics) Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd
subject_GND	(DE-588)4128328-4 (DE-588)4126466-6
title	Penalising Brownian paths
title_auth	Penalising Brownian paths
title_exact_search	Penalising Brownian paths
title_full	Penalising Brownian paths Bernard Roynette ; Marc Yor
title_fullStr	Penalising Brownian paths Bernard Roynette ; Marc Yor
title_full_unstemmed	Penalising Brownian paths Bernard Roynette ; Marc Yor
title_short	Penalising Brownian paths
title_sort	penalising brownian paths
topic	Brownsche Bewegung - Martingal Brownian motion processes Martingales (Mathematics) Brownsche Bewegung (DE-588)4128328-4 gnd Martingal (DE-588)4126466-6 gnd
topic_facet	Brownsche Bewegung - Martingal Brownian motion processes Martingales (Mathematics) Brownsche Bewegung Martingal
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017361601&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV000676446
work_keys_str_mv	AT roynettebernard penalisingbrownianpaths AT yormarc penalisingbrownianpaths

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