A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians (Q4923212)
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scientific article; zbMATH DE number 6171091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians |
scientific article; zbMATH DE number 6171091 |
Statements
A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians (English)
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6 June 2013
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Gaussian white noise space
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geometric Brownian motion
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infinite dimensional Laplacians
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