Exponential Functionals of Brownian Motion and Related Processes

Paperback Engels 2001 9783540659433
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Samenvatting

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.

Specificaties

ISBN13:9783540659433
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:206
Uitgever:Springer Berlin Heidelberg

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          Exponential Functionals of Brownian Motion and Related Processes