Exponential functionals of Brownian motion, I: Probability laws at fixed time

Simple item page
dc.creatorMatsumoto, Hiroyuki
dc.creatorYor, Marc
dc.date2005-11-21
dc.date.accessioned2026-07-07T06:51:32Z
dc.date.available2026-07-07T06:51:32Z
dc.descriptionThis paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
dc.descriptionPublished at http://dx.doi.org/10.1214/154957805100000159 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0511517
dc.identifierhttp://arxiv.org/abs/math/0511517
dc.identifierProbability Surveys 2005, Vol. 2, 312-347
dc.identifierdoi:10.1214/154957805100000159
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/105016
dc.subjectProbability
dc.subject60J65 (Primary)
dc.titleExponential functionals of Brownian motion, I: Probability laws at fixed time
dc.typetext

Files

Collections

arXiv