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A Geometric Interpretation of Integrable Motions

✍ Scribed by Cecilia Clementi; Marco Pettini


Book ID
110394863
Publisher
Springer Netherlands
Year
2002
Tongue
English
Weight
138 KB
Volume
84
Category
Article
ISSN
1572-9478

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The purpose of this note is to identify an interesting and surprising duality between the equations governing the probability distribution and expected value functional of the stochastic process deΓΏned by At := t 0 exp{Zs} ds; t ΒΏ 0; where {Zs: s ΒΏ 0} is a one-dimensional Brownian motion with drift