2 papers
math.PR2025
Geometric Brownian motion with random observation time as generalization of the double Pareto distribution
Ken Yamamoto, Takashi Bando, Hirokazu Yanagawa +1
We study the probability distribution of the value of geometric Brownian motion at the stochastic observation time. It is known that the exponentially distributed observation time…
math-ph2024
Exact solution of the propagation of ON-OFF signals by dispersive waves
Ken Yamamoto
The propagation of ON-OFF signals with dispersive waves is examined in this study. An integral-form exact solution for a simple ON-OFF switching event is derived, which holds for a…