MATSUMOTO Hiroyuki | School of Informatics and Sciences, Nagoya University
スポンサーリンク
概要
関連著者
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Yor Marc
Laboratoire De Probabilites Et Modeles Aleatoires Universite P. Et M. Curie
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MATSUMOTO Hiroyuki
School of Informatics and Sciences, Nagoya University
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Matsumoto Hiroyuki
School Of Informatics And Sciences Nagoya University
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Yor Marc
Laboratoire De Probabilites Universite Pierre Et Marie Curie
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Donati-martin Catherine
Laboratoire De Probabilites Et Modeles Aleatoires Universite Paris 6
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Donati-martin Catherine
Laboratoire De Statistique Et Probabilites Universite Paul Sabatier
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YOR Marc
Laboratoire de Probabilites, Universite Pierre et Marie Curie
著作論文
- Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions
- An analogue of Pitman's 2M-X theorem for exponential Wiener functionals, Part I : A time-inversion approach
- An analogue of Pitman's 2M-X theorem for exponential Wiener functionals : Part II: The role of the generalized inverse Gaussian laws