Work

On collisions of Brownian particles

Year: 2010

Type: preprint

Authors: Tomoyuki Ichiba, Ioannis Karatzas

Institution: University of California, Santa Barbara

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3101749432

Cites: 26

Cited by: 45

Related to: 10