Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs (Q5746989): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362994.2013.817232
+Normal rank
@@ Property / OpenAlex ID @@
+W2084447092
@@ Property / OpenAlex ID: W2084447092 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion. I: Probability laws at fixed time
+Normal rank
@@ Property / cites work @@
+A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS
+Normal rank
@@ Property / cites work @@
+Properties of perpetual integral functionals of Brownian motion with drift
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion and related processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5746989