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020 _a9783540896999
_99783540896999
024 7 _a10.1007/9783540896999
_2doi
035 _avtls000352563
039 9 _a201509030940
_bVLOAD
_c201405060307
_dVLOAD
_y201402180923
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
100 1 _aRoynette, Bernard.
_eautor
_9336204
245 1 0 _aPenalising Brownian Paths /
_cby Bernard Roynette, Marc Yor.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2009.
300 _brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1969
500 _aSpringer eBooks
505 0 _aSome 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.
520 _aPenalising 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aYor, Marc.
_eautor
_9323319
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540896982
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-89699-9
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c299332
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