On an imaginary exponential functional of Brownian motion
type: Item
instance of: scholarly article
title: On an imaginary exponential functional of Brownian motion
zbMATH Open document ID: 1218.60065
DOI: 10.1088/1751-8113/44/17/175003
author: D. Gredat
author: Ivan Dornic
author: J. M. Luck
published in: Journal of Physics A: Mathematical and Theoretical
publication date: 2011-05-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/1101.1173
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 82C31
zbMATH DE Number: 5895887
zbMATH Keywords: imaginary exponential functional
zbMATH Keywords: Brownian motion
zbMATH Keywords: Langevin-Stratonovich equation
zbMATH Keywords: white noise
zbMATH Keywords: Kesten approach
MaRDI profile type: Publication
OpenAlex ID: W3104697799
arXiv ID: 1101.1173
description: scientific article