Exponential functionals of Brownian motion, II: Some related diffusion processes

Authors:
  • HMHiroyuki Matsumoto
    Hiroyuki Matsumoto
  • MYMarc Yor
    Marc Yor
Open Access
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Abstract
Probability Surveys publishes survey articles in theoretical and applied probability. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition.