10.6k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR1.4k papers
- Sorbonne UniversitéFR399 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR285 papers
- Université Paris CitéFR244 papers
- Université Paris-SaclayFR238 papers
- Université Paris-SudFR217 papers
- Aix-Marseille UniversitéFR214 papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR213 papers
- CEA Paris-SaclayFR186 papers
- Université Grenoble AlpesFR186 papers
- Sapienza University of RomeIT162 papers
- Lyon 1 UniversitéFR161 papers
Showing 2005 · math.PRShow all
3 papers · 2 filters
math.PR2005★ 210 cited
Exponential functionals of Brownian motion, I: Probability laws at fixed time
Hiroyuki Matsumoto, Marc Yor
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian…
math.PR2005★ 152 cited
Exponential functionals of Levy processes
Jean Bertoin, Marc Yor
This text surveys properties and applications of the exponential functional of real-valued Lévy processes .
math.PR2005★ 72 cited
Exponential functionals of Brownian motion, II: Some related diffusion processes
Hiroyuki Matsumoto, Marc Yor
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential function…