Mathematics – Probability
Scientific paper
2005-11-21
Probability Surveys 2005, Vol. 2, 312-347
Mathematics
Probability
Published at http://dx.doi.org/10.1214/154957805100000159 in the Probability Surveys (http://www.i-journals.org/ps/) by the In
Scientific paper
10.1214/154957805100000159
This paper is the first part of our survey on various results about the
distribution of exponential type Brownian functionals defined as an integral
over time of geometric Brownian motion. Several related topics are also
mentioned.
Matsumoto Hiroyuki
Yor Marc
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