Exponential functionals of Brownian motion. I: Probability laws at fixed time (Q980743)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential functionals of Brownian motion. I: Probability laws at fixed time |
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Exponential functionals of Brownian motion. I: Probability laws at fixed time (English)
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29 June 2010
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Brownian motion
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Bessel process
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Lamperti's relation
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Hartman-Watson distributions
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