On an imaginary exponential functional of Brownian motion (Q2998071)
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scientific article
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| English | On an imaginary exponential functional of Brownian motion |
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On an imaginary exponential functional of Brownian motion (English)
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18 May 2011
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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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0.7693569660186768
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0.743335485458374
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0.743335485458374
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0.742346465587616
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