Pages that link to "Item:Q927478"
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The following pages link to Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478):
Displaying 7 items.
- Exit probability for an integrated geometric Brownian motion (Q1026332) (← links)
- Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions (Q1938632) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- Negative-order moments for \( L^p\)-functionals of Wiener processes: exact asymptotics (Q2901883) (← links)
- Asymptotic properties of integral functionals of geometric stochastic processes (Q4519109) (← links)
- Geometric bounds on certain sublinear functionals of geometric Brownian motion (Q4819504) (← links)
- Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain (Q5265865) (← links)