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Further Results on Exponential Functionals of Brownian Motion

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Exponential Functionals of Brownian Motion and Related Processes

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Abstract

Let (Bt,t ≥ 0) denote a real-valued Brownian motion starting from 0, and let v be a real.

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Authors and Affiliations

  1. Laboratoire de Probabilités et Modèles Aléatoires, Université de Paris VI, 175, rue du Chevaleret, 75013, Paris, France

    Marc Yor

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  1. Marc Yor
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© 2001 Springer-Verlag Berlin Heidelberg

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Yor, M. (2001). Further Results on Exponential Functionals of Brownian Motion. In: Exponential Functionals of Brownian Motion and Related Processes. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56634-9_7

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  • DOI: https://doi.org/10.1007/978-3-642-56634-9_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-65943-3

  • Online ISBN: 978-3-642-56634-9

  • eBook Packages: Springer Book Archive

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