Pages that link to "Item:Q3876775"
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The following pages link to Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson (Q3876775):
Displayed 50 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- On the density of the winding number of planar Brownian motion (Q471522) (← links)
- Windings of planar random walks and averaged Dehn function (Q629803) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Harmonic analysis on constant curvature surfaces with point singularities (Q803863) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- The expected area of the filled planar Brownian loop is \(\pi/5\) (Q865072) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- An analytical inversion of a Laplace transform related to annuities certain (Q1329411) (← links)
- On the points around which the planar Brownian motion winds frequently (Q1332565) (← links)
- On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion (Q1357064) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- Two-parameter Bessel processes (Q1613636) (← links)
- The spectral expansion approach to index transforms and connections with the theory of diffusion processes (Q1660060) (← links)
- Stochastic areas, winding numbers and Hopf fibrations (Q1682496) (← links)
- A remark about the norm of a Brownian bridge (Q1771429) (← links)
- The first exit time of planar Brownian motion from the interior of a parabola (Q1872209) (← links)
- Green's formula, planar Brownian bridge, and Lévy's area (Q1893861) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- Limit theorems for loop soup random variables (Q1983051) (← links)
- Malliavin calculus for non-colliding particle systems (Q1986030) (← links)
- Spin systems from loop soups (Q1990210) (← links)
- Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions (Q2042757) (← links)
- Octonionic Brownian windings (Q2079158) (← links)
- Lévy area without approximation (Q2083872) (← links)
- Integral representations for the Hartman-Watson density (Q2116476) (← links)
- Time-changed Dirac-Fokker-Planck equations on the lattice (Q2187045) (← links)
- On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
- Large time behavior of reaction-diffusion equations with Bessel generators (Q2275516) (← links)
- Winding of simple walks on the square lattice (Q2299639) (← links)
- Fractional intertwinings between two Markov semigroups (Q2390986) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (Q2435231) (← links)
- The Laguerre process and generalized Hartman-Watson law (Q2465278) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- A reflection principle for correlated defaults (Q2490052) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- Quaternionic Brownian windings (Q2664544) (← links)
- Bessel Processes, the Brownian Snake and Super-Brownian Motion (Q2798576) (← links)
- Explicit Formulae in Probability and in Statistical Physics (Q2798593) (← links)
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
- On the Yor integral and a system of polynomials related to the Kontorovich–Lebedev transform (Q2854313) (← links)
- Windings of Planar Stable Processes (Q2865110) (← links)
- The Hartman-Watson Distribution Revisited: Asymptotics for Pricing Asian Options (Q3094703) (← links)
- On constructive complex analysis in finance: Explicit formulas for Asian options (Q3616463) (← links)
- Brownian motion in hyperspherical co-ordinates (Q3935983) (← links)
- A decomposition of Bessel Bridges (Q3943774) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)