Tree structured independence for exponential Brownian functionals (Q734668)
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scientific article; zbMATH DE number 5614639
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tree structured independence for exponential Brownian functionals |
scientific article; zbMATH DE number 5614639 |
Statements
Tree structured independence for exponential Brownian functionals (English)
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13 October 2009
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Brownian motion
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exponential Brownian functionals
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generalized inverse Gaussian distribution
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gamma distribution
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independence properties
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initial enlargements of filtrations
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directed and undirected trees
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0.8044984936714172
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0.7640713453292847
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0.7638870477676392
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0.7540401220321655
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0.7429126501083374
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