whiplash
发表于 2025-3-21 19:51:44
书目名称Exponential Functionals of Brownian Motion and Related Processes影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0319714<br><br> <br><br>书目名称Exponential Functionals of Brownian Motion and Related Processes读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0319714<br><br> <br><br>
现存
发表于 2025-3-21 20:50:57
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Bronchial-Tubes
发表于 2025-3-22 03:11:08
On Some Exponential Functionals of Brownian Motion,time interval of the exponential of Brownian motion with drift is computed explicitly, with the help of computations previously made by the author for Bessel processes. The moments of this integral are obtained independently and take a particularly simple form. A subordination result involving
用树皮
发表于 2025-3-22 06:35:32
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使虚弱
发表于 2025-3-22 09:51:16
Bessel Processes, Asian Options, and Perpetuities,d with three examples. . is a formula for the Laplace transform of an Asian option which is “out of the money.” . concerns volatility misspecification in portfolio insurance strategies, when the stochastic volatility is represented by the Hull and White model. . is the valuation of perpetuities or a
课程
发表于 2025-3-22 16:50:34
From Planar Brownian Windings to Asian Options,the exponential of Brownian motion with drift are related to computations about winding numbers of planar Brownian motion. Furthermore, in the present paper, Brownian excursion theory is
课程
发表于 2025-3-22 19:25:09
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倔强不能
发表于 2025-3-22 22:03:12
Exponential Functionals of Brownian Motion and Disordered Systems,nd one-dimensional disordered models. We study some properties of these exponential functionals in relation with the problem of a particle coupled to a heat bath in a Wiener potential. Explicit expressions for the distribution of the free energy are presented.
INCH
发表于 2025-3-23 03:40:08
Book 2001ft, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller‘s repre sentation of a linear diffusion X in terms of Brownian
苦笑
发表于 2025-3-23 05:45:46
Exponential Functionals of Brownian Motion and Related Processes