On an imaginary exponential functional of Brownian motion (Q2998071)

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On an imaginary exponential functional of Brownian motion
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    title
    On an imaginary exponential functional of Brownian motion (English)
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    author
    D. Gredat
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    Ivan Dornic
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    Jean-Marc Luck
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    publication date
    18 May 2011
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    zbMATH DE Number
    5895887
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    zbMATH Keywords
    imaginary exponential functional
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    Brownian motion
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    Langevin-Stratonovich equation
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    white noise
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    Kesten approach
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    OpenAlex ID
    W3104697799
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    arXiv ID
    1101.1173
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