A version of Pitman's 2M - X theorem for geometric Brownian motions;Une version du théorème de Pitman pour mouvements Browniens gémétriques

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 328, Issue 11, 1999, Pages 1067-1074

  Matsumoto, Hiroyuki ^a   Yor, Marc ^b  

^a NAGOYA UNIVERSITY   (Japan)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033147983     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(99)80326-7     Document Type: Article

References (13)

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