Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral

2016/04/06 by Seung Jun Chang, Jae Gil Choi · 2 citations
Economics, Econometrics and Finance · Computer Science · Mathematics · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Numerical methods in inverse problems

paper · doi:10.1007/s00013-016-0899-x

Cited by

• A Cameron-Storvick type theorem on C_a,b²[0,T] with applications
• Fubini theorems for analytic Yeh-Feynman integrals associated with Gaussian processes with applications