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Exponential functionals of Brownian motion and related processes / Marc Yor

Auteur principal : Yor, Marc Jean, 1949-2014, AuteurType de document : MonographieCollection : Springer financeLangue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer, 2001Description : 1 vol. (VII-203 p.) ; 24 cmISBN : 3540659439.ISSN : 1616-0533.Bibliographie : Notes bibliogr. Index.Sujet MSC : 60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
60J25, Probability theory and stochastic processes, Continuous-time Markov processes on general state spaces
En-ligne : Springerlink
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60 YOR (Browse shelf) Available 00413-01

Notes bibliogr. Index

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