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