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Del 19 - Mathematical Society Of Japan Memoirs
Global View Of Brownian Penalisations, A
Häftad, Engelska, 2009
194 kr
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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