BOOK
Generalized Functionals of Brownian Motion and Their Applications
Keywords:
Brownian motion Statistical physics Fractional Brownian motion Brownian excursion Mathematics Diffusion process Computer science Applied mathematics Classical mechanics Geometric Brownian motion Physics Statistics
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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BOOK
Generalized Functionals of Brownian Motion and Their Applications
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JOURNAL ARTICLE
Generalized functionals of Brownian motion
Journal: International Journal of Stochastic Analysis Year: 1993 Vol: 7 (3)Pages: 247-267