K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions |
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K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (English)
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28 November 2019
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Hartman-Watson distribution
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additive functionals of Brownian motion
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general Gaussian inverse distribution
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distribution on hyperplane
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