On an imaginary exponential functional of Brownian motion
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Publication:2998071
DOI10.1088/1751-8113/44/17/175003zbMath1218.60065arXiv1101.1173MaRDI QIDQ2998071
D. Gredat, Ivan Dornic, Jean-Marc Luck
Publication date: 18 May 2011
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1173
Brownian motion; white noise; imaginary exponential functional; Kesten approach; Langevin-Stratonovich equation
60J65: Brownian motion
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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