A characterization of the geometric Brownian motion in terms of infinite dimensional Laplacians (Q4923212)
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scientific article; zbMATH DE number 6171091
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| 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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0.7439626455307007
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0.7306293845176697
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0.7282323241233826
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0.7211139798164368
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