scientific article; zbMATH DE number 3785851

MaRDI QIDQ3963759zbMATH OpenFDO

Authors Philippe Bougerol

Publication date 1981

zbMATH Keywords

Brownian motionlocal limit theorem

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Limit theorems in probability theory (60F99) Gaussian processes (60G15)

Cited in

(1)

• Moment generating function of the reciprocal of an integral of geometric Brownian motion

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