scientific article; zbMATH DE number 575911

MaRDI QIDQ4293474zbMATH OpenFDO

Authors

Publication date 9 January 1995

zbMATH Keywords

complex Brownian motionLévy's stochastic areanormal random variable

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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(4)

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