BOOK-CHAPTER
Fourier-wiener transform on brownian functionals
Year: 1980 Lecture notes in mathematics Pages: 146-161 Publisher: Springer Nature
Keywords:
Mathematics Fourier transform Brownian motion Reflected Brownian motion Integral representation theorem for classical Wiener space Mathematical analysis Diffusion process Statistics Functional integration Geometric Brownian motion Integral equation Computer science
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7
Cited By
8.26
FWCI (Field Weighted Citation Impact)
13
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0.96
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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
Mathematical and Theoretical Analysis
Physical Sciences → Mathematics → Mathematical Physics
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