{"product_id":"penalising-brownian-paths-von-bernard-roynette-und-marc-yor","title":"Penalising Brownian Paths","description":"\n                                \n                \u003cp\u003ePenalising 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.\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783540896982\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783540896982","offer_id":40567144579165,"sku":"9783540896982","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/c92ae381-d49d-42af-b7ce-82e2f0e0bb9b.jpg?v=1772085216","url":"https:\/\/shop.autorenwelt.de\/products\/penalising-brownian-paths-von-bernard-roynette-und-marc-yor","provider":"Autorenwelt Shop","version":"1.0","type":"link"}