On an imaginary exponential functional of Brownian motion

DOI10.1088/1751-8113/44/17/175003zbMath1218.60065arXiv1101.1173OpenAlexW3104697799MaRDI QIDQ2998071

D. Gredat, Ivan Dornic, Jean-Marc Luck

Publication date: 18 May 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1173

zbMATH Keywords

Brownian motionwhite noiseimaginary exponential functionalKesten approachLangevin-Stratonovich equation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Discrete Whittaker processes ⋮ Supersymmetric quantum mechanics with Lévy disorder in one dimension ⋮ Some random paths with angle constraints ⋮ Indirect measurements of a harmonic oscillator

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