LAW OF THE INDEX OF DRIFTING BROWNIAN-MOTION, AND THE HARTMAN-WATSON DISTRIBUTION

被引:94
作者
YOR, M
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1980年 / 53卷 / 01期
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D O I
10.1007/BF00531612
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:71 / 95
页数:25
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