Exponential functionals of Brownian motion and disordered systems

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dc.creatorComtet, Alain
dc.creatorMonthus, Cécile
dc.creatorYor, Marc
dc.date1996-01-05
dc.date.accessioned2026-07-07T03:08:08Z
dc.date.available2026-07-07T03:08:08Z
dc.descriptionThe paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential functionals in relation with the problem of a particle coupled to a heat bath in a Wiener potential. Explicit expressions for the distribution of the free energy are presented.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/cond-mat/9601014
dc.identifierhttp://arxiv.org/abs/cond-mat/9601014
dc.identifierJ. Appl. Proba. 35 (1998) 255
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/27436
dc.subjectCondensed Matter
dc.titleExponential functionals of Brownian motion and disordered systems
dc.typetext

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