Computations of moments for discounted Brownian additive functionals

Sadao Sato; Marc Yor

doi:10.1215/kjm/1250518061

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Home > Journals > J. Math. Kyoto Univ. > Volume 38 > Issue 3 > Article

1998 Computations of moments for discounted Brownian additive functionals

Sadao Sato, Marc Yor

J. Math. Kyoto Univ. 38(3): 475-486 (1998). DOI: 10.1215/kjm/1250518061

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J. Math. Kyoto Univ.

Vol.38 • No. 3 • 1998

Duke University Press

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Sadao Sato, Marc Yor "Computations of moments for discounted Brownian additive functionals," Journal of Mathematics of Kyoto University, J. Math. Kyoto Univ. 38(3), 475-486, (1998)

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