A time-change approach to Kotani's extension of Yor's formula (Q819561)
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scientific article; zbMATH DE number 5015992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-change approach to Kotani's extension of Yor's formula |
scientific article; zbMATH DE number 5015992 |
Statements
A time-change approach to Kotani's extension of Yor's formula (English)
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29 March 2006
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additive exponential functional
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Brownian motion
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transition probability
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3-dimensional Bessel process
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0.8241515
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0.7974763
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0.79572886
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