Limiting distributions associated with moments of exponential Brownian functionals

DOI10.1556/SScMath.41.2004.2.3zbMath1115.60005OpenAlexW4298699597MaRDI QIDQ3023567

Yuu Hariya, Marc Yor

Publication date: 5 July 2005

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/sscmath.41.2004.2.3

zbMATH Keywords

exponential Brownian functionalsweak limitsGibbsian-like measuresrenormalized Wiener measure

Mathematics Subject Classification ID

Brownian motion (60J65) Convergence of probability measures (60B10)

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