Download or read book Penalising Brownian Paths written by Bernard Roynette and published by Springer Science & Business Media. This book was released on 2009-03-25 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process that differs from the original. This book presents a number of examples of such penalisations in the Brownian and Bessel processes framework.