Cover Image

Penalising Brownian paths /

Bibliographic Details
Main Author: Roynette, Bernard
Other Authors: Yor, Marc
Format: eBook
Language:English
Published: Berlin : Springer, [2009]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1969.
Subjects:
Brownian motion processes.
Martingales (Mathematics)
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Title from PDF title page (SpringerLink, viewed Dec. 6, 2009).
Physical Description:1 online resource (xii, 275 pages) : illustrations
Bibliography:Includes bibliographical references.
ISBN:3540896996
9783540896999
ISSN:0075-8434 ;
DOI:10.1007/978-3-540-89699-9