Roynette, Bernard.

Penalising Brownian paths [electronic resource] / by Bernard Roynette, Marc Yor. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009. - xii, 275 pages : illustrations, digital. - Lecture notes in mathematics, 1969 0075-8434 ; .

9783540896999


Brownian motion processes.
Martingales (Mathematics)
Probability Theory and Stochastic Processes.

530.475