000			02259nam a22004215i 4500
001			978-3-540-89699-9
003			DE-He213
005			20160624101835.0
007			cr nn 008mamaa
008			100301s2009 gw | s |||| 0|eng d
020			_a9783540896999 _9978-3-540-89699-9
024	7		_a10.1007/978-3-540-89699-9 _2doi
100	1		_aRoynette, Bernard. _eauthor.
245	1	0	_aPenalising Brownian Paths _h[electronic resource] / _cby Bernard Roynette, Marc Yor.
260		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2009.
300			_bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aLecture Notes in Mathematics, _x0075-8434 ; _v1969
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.
650		0	_aMathematics.
650		0	_aDistribution (Probability theory).
650	1	4	_aMathematics.
650	2	4	_aProbability Theory and Stochastic Processes.
700	1		_aYor, Marc. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783540896982
786			_dSpringer
830		0	_aLecture Notes in Mathematics, _x0075-8434 ; _v1969
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-540-89699-9
942			_2EBK1910 _cEBK
999			_c31204 _d31204