{"product_id":"9783540896982","title":"Penalising Brownian Paths (Lecture Notes in Mathematics) \u003cVol. 1969\u003e","description":"\u003cp\u003ePenalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.\u003c\/p\u003e Some penalisations of theWiener measure.- Feynman-Kac penalisations for Brownian motion.- Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions.- A general principle and some questions about penalisations. From the reviews: \"In this book the authors give a systematic study of penalisation. The book is divided into 5 chapters. ... This book is very useful for graduate students and researchers interested in learning penalisations.\" (Ren Ming Song, Mathematical Reviews, Issue 2010 e)","brand":"Springer","offers":[{"title":"Default Title","offer_id":52360098349367,"sku":"00000_00000_00000_00000","price":297.93,"currency_code":"MYR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0962\/3548\/7543\/files\/9783540896982-1.jpg?v=1783660880","url":"https:\/\/kinokuniya.com.my\/products\/9783540896982","provider":"Books Kinokuniya Malaysia","version":"1.0","type":"link"}