On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (Q4405826)
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scientific article; zbMATH DE number 1933283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts |
scientific article; zbMATH DE number 1933283 |
Statements
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (English)
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8 February 2004
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Brownian motion with drifts
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Brownian exponential functionals
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densities in closed form
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