Exponential Functionals of Brownian Motion and Related Processes
| Author | : Marc Yor |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 213 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9783642566349 |
| ISBN-13 | : 3642566340 |
| Rating | : 4/5 (340 Downloads) |
Book Synopsis Exponential Functionals of Brownian Motion and Related Processes by : Marc Yor
Download or read book Exponential Functionals of Brownian Motion and Related Processes written by Marc Yor and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.