Penalising Brownian paths:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin[u.a.]
Springer
2009
|
| Schriftenreihe: | Lecture notes in mathematics
1969 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 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 |
| author | Roynette, Bernard Yor, Marc 1949-2014 |
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| classification_tum | MAT 605f MAT 604f MAT 607f |
| ctrlnum | (OCoLC)305125349 (DE-599)DNB991658825 |
| dewey-full | 530.475 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 530 - Physics |
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| discipline | Physik Mathematik |
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| id | DE-604.BV035441349 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:35:20Z |
| institution | BVB |
| isbn | 9783540896982 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017361601 |
| oclc_num | 305125349 |
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| 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 |
| spelling | Roynette, Bernard Verfasser (DE-588)108971090 aut Penalising Brownian paths Bernard Roynette ; Marc Yor Berlin[u.a.] Springer 2009 XII, 275 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 1969 Brownsche Bewegung - Martingal Brownian motion processes Martingales (Mathematics) Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Martingal (DE-588)4126466-6 s DE-604 Yor, Marc 1949-2014 Verfasser (DE-588)120628635 aut Erscheint auch als Online-Ausgabe 978-3-540-89699-9 Lecture notes in mathematics 1969 (DE-604)BV000676446 1969 DNB Datenaustausch application/pdf 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 Inhaltsverzeichnis |
| 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 |
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