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Fermionic path integration and Grassmann Brownian motion

✍ Scribed by Alice Rogers


Publisher
Springer
Year
1987
Tongue
English
Weight
1000 KB
Volume
113
Category
Article
ISSN
0010-3616

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We present explicit formulae for the positive and negative moments of an exponential Wiener functional, which is deΓΏned as the integral with respect to time of geometric Brownian motion and plays an important role in several ΓΏelds.