Timeline for Imaginary exponential functional of Brownian motion
Current License: CC BY-SA 2.5
2 events
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| Sep 24, 2010 at 10:12 | comment | added | Ivan Dornic | Thanks Reda for the comment! (I was feeling a bit lonesome...). Indeed the complex case I am interested in seems much harder: it's really a 2-dimensional PDE one has to solve, and not some simple "product" of Yor's case. Studying the equation satisfied by $\Omega(\mu,\nu)$ (in the notations of my post), we could show for instance that the (2d) distribution of $Z(=R e^{\imath \theta}$ has an essential singularity as $R\to 1$... | |
| Sep 24, 2010 at 9:38 | history | answered | Reda | CC BY-SA 2.5 |