Exponential functionals of Brownian motion. I: Probability laws at fixed time.
Matsumoto, Hiroyuki, Yor, Marc (2005)
Probability Surveys [electronic only]
Similarity:
Displaying similar documents to “Properties of perpetual integral functionals of brownian motion with drift”
Exponential functionals of Brownian motion. I: Probability laws at fixed time.
Exponential functionals of Brownian motion. II: Some related diffusion processes.
Matsumoto, Hiroyuki, Yor, Marc (2005)
Probability Surveys [electronic only]
Similarity:
A trivariate law for certain processes related to perturbed brownian motions
Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
A representation result for time-space brownian chaos
Giovanni Peccati (2001)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
A family of integral representations for the brownian variables
Nathalie Eisenbaum, Yueyun Hu (2003)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Non-linear Neumann's condition for the heat equation : a probabilistic representation using catalytic super-brownian motion
Jean-François Delmas, Pascal Vogt (2005)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Branching processes, the Ray-Knight theorem, and sticky brownian motion
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
Similarity: