JOURNAL ARTICLE
On Fourier transform of generalized Brownian functionals
Year: 1982 Journal: Journal of Multivariate Analysis Vol: 12 (3)Pages: 415-431 Publisher: Elsevier BV
Keywords:
Mathematics Fourier transform Brownian motion Mathematical analysis Pure mathematics Statistics
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27
Cited By
2.16
FWCI (Field Weighted Citation Impact)
13
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0.87
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
advanced mathematical theories
Physical Sciences → Mathematics → Mathematical Physics
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