Add to ORKGA direct solution to the Fokker-Planck equation for exponential Brownian functionals
We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion...
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in ...
We start by considering the Brownian motion of a large spherical particle of mass M immersed in a no...
AbstractThis work studies the analytical expressions of the expectations of the forms Eg∫0Tƒ(t, w(t)...
We consider exponential functionals of a Brownian motion with drift in Rn, defined via a collection ...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} tha...
SIGLETIB: RO 5073(437/90) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informations...
18 pagesThe paper deals with exponential functionals of the linear Brownian motion which arise in di...
We obtain a closed formula for the Laplace transform of the first moment of certain exponential func...
In this thesis we first work on exponential functionals of Brownian motion, with explicit computatio...
The main result is a two-dimensional identity in law. Let (B t ,L t ) and (β t ,λ t ) be two indepen...
As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscill...
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems wi...
Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...
We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion...
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in ...
We start by considering the Brownian motion of a large spherical particle of mass M immersed in a no...
AbstractThis work studies the analytical expressions of the expectations of the forms Eg∫0Tƒ(t, w(t)...
We consider exponential functionals of a Brownian motion with drift in Rn, defined via a collection ...
The Fokker-Planck equation is a second order differential equation associated with a stochastic proc...
We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} tha...
SIGLETIB: RO 5073(437/90) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Informations...
18 pagesThe paper deals with exponential functionals of the linear Brownian motion which arise in di...
We obtain a closed formula for the Laplace transform of the first moment of certain exponential func...
In this thesis we first work on exponential functionals of Brownian motion, with explicit computatio...
The main result is a two-dimensional identity in law. Let (B t ,L t ) and (β t ,λ t ) be two indepen...
As in a previous paper1) an elastically bound particle, linearly coupled with a bath of small oscill...
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems wi...
Consiglio Nazionale delle Ricerche (CNR). Biblioteca Centrale / CNR - Consiglio Nazionale delle Rich...
We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion...
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in ...
We start by considering the Brownian motion of a large spherical particle of mass M immersed in a no...