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

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+Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Exponential functionals of Brownian motion. I: Probability laws at fixed time
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+A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS
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+Properties of perpetual integral functionals of Brownian motion with drift
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+On some exponential functionals of Brownian motion
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+Exponential functionals of Brownian motion and related processes
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