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- W2953317129 abstract "The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts, such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential functionals in relation with the problem of a particle coupled to a heat bath in a Wiener potential. Explicit expressions for the distribution of the free energy are presented." @default.
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- W2953317129 date "1998-01-01" @default.
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- W2953317129 title "Exponential functionals of Brownian motion and disordered systems" @default.
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