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.
Moments of Brownian Motions on Lie Groups
β Scribed by Michael Voit
- Publisher
- Springer Vienna
- Year
- 2005
- Tongue
- English
- Weight
- 143 KB
- Volume
- 145
- Category
- Article
- ISSN
- 0026-9255
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π SIMILAR VOLUMES
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