Opening book details…
Can I read On Exponential Functionals of Brownian Motion and Related Processes on EtoBox?
On Exponential Functionals of Brownian Motion and Related Processes by Marc Jean Yor is a mathematics available to read on EtoBox.
What is On Exponential Functionals of Brownian Motion and Related Processes about?
This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.
Who reads On Exponential Functionals of Brownian Motion and Related Processes?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Marc Jean Yor
- Publisher
- Springer Berlin Heidelberg
- Published
- 2012
- Language
- EN
- ISBN
- 9783540659433
- Category
- mathematics
- Subjects
- Science, Business, Finance
- Rating
- 1 / 5 (1 ratings)
- Updated
- 2026-03-25
More by Marc Jean Yor
Browse all works by Marc Jean Yor
Similar books
- Aspects of Brownian Motion — Roger Mansuy, Marc Yor (auth.) (2008)
- Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics (1929)) — Yuliya Mishura; I︠U︡lii︠a︡ S. Mishura (2008)
- Some Aspects of Brownian Motion Part I : Some Special Functionals (Lectures in Mathematics. ETH Zürich) — Marc Yor. Part 1, Some special functionals (1992)
- Markov Processes, Brownian Motion, and Time Symmetry (2nd Ed., 2005) — Chung, Kai Lai, Walsh, John B. (2005)
- Handbook of Brownian Motion - Facts and Formulae (Probability and Its Applications) — Andrei N. Borodin, Paavo Salminen (auth.) (2002)
- Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics Book 274) — Gall, Jean-François Le (2016)