On the distribution of the integral of the exponential Brownian motion

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The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.
19 pages

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Probability, 60J65

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http://salesiana.dossiersoluciones.com/handle/123456789/226767

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0904.1870
 http://arxiv.org/abs/0904.1870

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arXiv