Exponential functionals of Brownian motion. I: Probability laws at fixed time
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Publication:980743
DOI10.1214/154957805100000159zbMath1189.60150arXivmath/0511517OpenAlexW1527043200MaRDI QIDQ980743
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0511517
Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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