Exponential functionals of Brownian motion, I: Probability laws at fixed time
Exponential functionals of Brownian motion, I: Probability laws at fixed time
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DOI：
10.1214/154957805100000159
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发表时间：
2005-11
影响因子：
1.6
通讯作者：
H. Matsumoto;M. Yor
中科院分区：
文献类型：
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作者：
H. Matsumoto;M. Yor
本文是关于几何布朗运动的指数型布朗泛函作为时间积分的分布的各种结果综述的第一部分。还提到了几个相关的主题。
This paper is the rst part of our survey on various results about the distribution of exponential type Brownian functionals dened as an integral over time of geometric Brownian motion. Several related topics are also mentioned.