On the distribution of the integral of the exponential Brownian motion

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dc.creatorTolmatz, Leonid
dc.date2009-04-12
dc.date.accessioned2026-07-07T13:03:20Z
dc.date.available2026-07-07T13:03:20Z
dc.descriptionThe density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.
dc.description19 pages
dc.identifierhttps://arxiv.org/abs/0904.1870
dc.identifierhttp://arxiv.org/abs/0904.1870
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/226767
dc.subjectProbability
dc.subject60J65
dc.titleOn the distribution of the integral of the exponential Brownian motion
dc.typetext

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