Exponential Functionals of Brownian Motion and Related Processes (Softcover Reprint of the Original 1st 2001)Paperback - Softcover Reprint of the Original 1st 2001, 14 August 2001

This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time.