Tree structured independence for exponential Brownian functionals (Q734668)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tree structured independence for exponential Brownian functionals |
scientific article; zbMATH DE number 5614639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tree structured independence for exponential Brownian functionals |
scientific article; zbMATH DE number 5614639 |
Statements
Tree structured independence for exponential Brownian functionals (English)
0 references
13 October 2009
0 references
Brownian motion
0 references
exponential Brownian functionals
0 references
generalized inverse Gaussian distribution
0 references
gamma distribution
0 references
independence properties
0 references
initial enlargements of filtrations
0 references
directed and undirected trees
0 references
0 references
0 references
0 references
