Exponential functionals of Brownian motion and class-one Whittaker functions
Abstract
- Publication:
-
Annales de L'Institut Henri Poincare Section (B) Probability and Statistics
- Pub Date:
- November 2011
- DOI:
- 10.1214/10-AIHP401
- Bibcode:
- 2011AIHPB..47.1096B