Tree structured independence for exponential Brownian functionals (Q734668)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tree structured independence for exponential Brownian functionals |
scientific article |
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Tree structured independence for exponential Brownian functionals (English)
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13 October 2009
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Brownian motion
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exponential Brownian functionals
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generalized inverse Gaussian distribution
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gamma distribution
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independence properties
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initial enlargements of filtrations
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directed and undirected trees
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