Auer, Martin
- An explicit formula for free multiplicative Brownian motions via spherical functions
2024/08/01 by Martin Auer, Auer, Martin, Michael Voit +1 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #22E46 #43A62 #43A90 #60B15 #60B20 #60F15 #60J65 #60K35 #70F10 #82C22 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics