Limiting laws associated with Brownian motion perturbated by normalized exponential weights
Work
Year: 2003
Type: article
Source: Comptes Rendus Mathématique
Authors Bernard Roynette, Pierre Vallois, Marc Yor
Institutions Institut Élie Cartan de Lorraine, Laboratoire de Probabilités et Modèles Aléatoires, Sorbonne Université
Cites: 3
Cited by: 11
Related to: 10
FWCI: 2.077
Citation percentile (by year/subfield): 69.21
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Climate action
Open Access status: green