Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions
スポンサーリンク
概要
著者
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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 Et Modeles Aleatoires Universite P. Et M. Curie
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Yor Marc
Laboratoire De Probabilites Universite Pierre Et Marie 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
関連論文
- Penalising symmetric stable Levy paths
- Some Explicit Krein Representations of Certain Subordinators, Including the Gamma Process
- Further Examples of Explicit Krein Representations of Certain Subordinators
- Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions
- Three Notes on Connections between the Riemann Zeta Function and Probability Theory, in particular : Random Matrix Theory (Number Theory and Probability Theory)
- 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
- Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws
- Applications of the theory of the metaplectic representation to quadratic Hamiltonians on the two-dimensional Euclidean space