THE LAWS OF EXPONENTIAL FUNCTIONALS OF BROWNIAN-MOTION, TAKEN AT VARIOUS RANDOM TIMES

被引：0

作者：

YOR, M

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1992年 / 314卷 / 12期

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D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

With the help of several different methods, a closed formula is obtained for the laws of the exponential functional of Brownian motion with drift, taken al certain random times, particularly exponential times, which are assumed to be independent of the Brownian motion.

引用

页码：951 / 956

页数：6