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The Feynman-Kac formula and decomposition of Brownian paths

Author: M Jeanblanc; Jim Pitman; Marc Yor; Australian National University. Centre for Mathematics and Its Applications.; Australian National University. School of Mathematical Sciences.
Publisher: [Canberra] : Australian National University, Centre for Mathematics and its Applications, School of Mathematical Sciences, 1997.
Series: Financial mathematics research report, no. FMRR 006-97.; Research report (Australian National University. School of Mathematical Sciences)
Edition/Format:   book_printbook : English
Database:WorldCat
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Document Type: Book
All Authors / Contributors: M Jeanblanc; Jim Pitman; Marc Yor; Australian National University. Centre for Mathematics and Its Applications.; Australian National University. School of Mathematical Sciences.
OCLC Number: 39442445
Notes: "November 1997."
Description: 27 pages ; 30 cm.
Series Title: Financial mathematics research report, no. FMRR 006-97.; Research report (Australian National University. School of Mathematical Sciences)
Responsibility: M. Jeanblanc, J. Pitman and M. Yor.

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