Interest randomness in annuities certain (Q1209481): Difference between revisions

This paper discusses the path-integral evaluation of the expectation \[ E\left[\exp\left(-\int^ n_ 0\varphi(t,X(t))dt\right)\right], \] where \(\{X(t)\}\) is a stochastic process with continuous paths. In particular, it considers the special case \(\varphi(t,X(t))=\exp[-\delta t-X(t)]\).