M. Ryznar
- Hitting distributions of geometric Brownian motion
2005/03/03 by T. Byczkowski, Michał Ryznar, Byczkowski, T. +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60J60 #60J65 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60J60 #msc:60J65
- Bessel Potentials, Hitting Distributions and Green Functions
2006/12/07 by T. Byczkowski, Byczkowski, T., M. Ryznar +5 · 1 citation
Mathematics · #60J65 #Advanced Mathematical Physics Problems #Differential Equations and Boundary Problems #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #math.PR #msc:60J65