Exponential Functionals of Brownian Motion and Related Processes

by Marc Yor

This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of L vy processes are indicated. Some papers originally published in French are made available in English for the first time.

• Format: Paperback
• Language: English
• ISBN: 3540659439
• ISBN13: 9783540659433
• Release Date: August 2001
• Publisher: Springer
• Length: 206 Pages
• Weight: 0.69 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"