Librería Bonilla. Desde 1950

	Título:
	Autor:	Precio: $896.00
	Editorial:	Año: 2009
	Tema:	Edición: 1ª
	Sinopsis	ISBN: 9783540896982
	Penalising 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.

Sucursal CDMX