Moment Evolution of Gaussian and Geometric Wiener Diffusions

Bjarne Sloth Jensen, Chunyan Wang, Jon Johnsen

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Original language	English
Title of host publication	Stochastic Economic Dynamics
Editors	Bjarne S. Jensen, Tapio Palokangas
Number of pages	44
Place of Publication	Frederiksberg
Publisher	Copenhagen Business School Press
Publication date	2007
Pages	57-100
ISBN (Print)	9788763001854
Publication status	Published - 2007

Handle.net

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title = "Moment Evolution of Gaussian and Geometric Wiener Diffusions",

keywords = "Stokastiske processer, udenforomr{\aa}de",

author = "{Sloth Jensen}, Bjarne and Chunyan Wang and Jon Johnsen",

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T1 - Moment Evolution of Gaussian and Geometric Wiener Diffusions

AU - Sloth Jensen, Bjarne

AU - Wang, Chunyan

AU - Johnsen, Jon

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KW - udenforområde

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BT - Stochastic Economic Dynamics

A2 - Jensen, Bjarne S.

A2 - Palokangas, Tapio

PB - Copenhagen Business School Press

CY - Frederiksberg

ER -