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  A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes
 
 
Title: A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes
Author: Gerard, Thomas
Rapenne, Valentin
Sabot, Christophe
Zeng, Xiaolin
Appeared in: Stochastic processes and their applications
Paging: Volume 175 () nr. C pages p.
Year: 2024
Contents:
Publisher: Published by Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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