Moment Evolution of Gaussian and Geometric Wiener Diffusions

Bjarne Sloth Jensen, Chunyan Wang, Jon Johnsen

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationStochastic Economic Dynamics
EditorsBjarne S. Jensen, Tapio Palokangas
Number of pages44
Place of PublicationFrederiksberg
PublisherCopenhagen Business School Press
Publication date2007
Pages57-100
ISBN (Print)9788763001854
Publication statusPublished - 2007

Cite this

Sloth Jensen, B., Wang, C., & Johnsen, J. (2007). Moment Evolution of Gaussian and Geometric Wiener Diffusions. In B. S. Jensen, & T. Palokangas (Eds.), Stochastic Economic Dynamics (pp. 57-100). Frederiksberg: Copenhagen Business School Press.
Sloth Jensen, Bjarne ; Wang, Chunyan ; Johnsen, Jon. / Moment Evolution of Gaussian and Geometric Wiener Diffusions. Stochastic Economic Dynamics. editor / Bjarne S. Jensen ; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press, 2007. pp. 57-100
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Sloth Jensen, B, Wang, C & Johnsen, J 2007, Moment Evolution of Gaussian and Geometric Wiener Diffusions. in BS Jensen & T Palokangas (eds), Stochastic Economic Dynamics. Copenhagen Business School Press, Frederiksberg, pp. 57-100.

Moment Evolution of Gaussian and Geometric Wiener Diffusions. / Sloth Jensen, Bjarne; Wang, Chunyan; Johnsen, Jon.

Stochastic Economic Dynamics. ed. / Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press, 2007. p. 57-100.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

TY - CHAP

T1 - Moment Evolution of Gaussian and Geometric Wiener Diffusions

AU - Sloth Jensen, Bjarne

AU - Wang, Chunyan

AU - Johnsen, Jon

PY - 2007

Y1 - 2007

KW - Stokastiske processer

KW - udenforområde

M3 - Book chapter

SN - 9788763001854

SP - 57

EP - 100

BT - Stochastic Economic Dynamics

A2 - Jensen, Bjarne S.

A2 - Palokangas, Tapio

PB - Copenhagen Business School Press

CY - Frederiksberg

ER -

Sloth Jensen B, Wang C, Johnsen J. Moment Evolution of Gaussian and Geometric Wiener Diffusions. In Jensen BS, Palokangas T, editors, Stochastic Economic Dynamics. Frederiksberg: Copenhagen Business School Press. 2007. p. 57-100