Exact solutions of some multiplicative stochastic processes

DOI10.1063/1.523960zbMath0424.60046OpenAlexW1966798573MaRDI QIDQ3859027

Krzysztof Wódkiewicz

Publication date: 1979

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.523960

zbMATH Keywords

Gaussian stochastic processesmultiplicative stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Path integrals in quantum mechanics (81S40) Stochastic processes (60G99)

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Cites Work

• Contributions to the Theory of Multiplicative Stochastic Processes

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