FAQFAQ   SearchSearch   MemberlistMemberlist   UsergroupsUsergroups 
 ProfileProfile   PreferencesPreferences   Log in to check your private messagesLog in to check your private messages   Log inLog in 
Forum index » Science and Technology » Math
reference books for formulaes in stochastic analysis and random processes?
Post new topic   Reply to topic Page 1 of 1 [1 Post] View previous topic :: View next topic
Author Message
Michael11
science forum Guru Wannabe


Joined: 15 Aug 2005
Posts: 103

PostPosted: Thu Jul 20, 2006 12:38 am    Post subject: reference books for formulaes in stochastic analysis and random processes? Reply with quote
Hi all,

I am looking for formulae for the joint distribution of a the drifted
Geometrical Brownian Motion Xt and running minimum Mt, where Mt=min(Ms, s
from 0 to t)?

A lot textbooks do not provide the formulae.

Do you know where to find such formulae and similar formulaes?

I hope to get hold of several reference books on these formulaes on my
bookshelf.

Thank you!!!
Back to top
Google
Back to top
Display posts from previous:   
Post new topic   Reply to topic Page 1 of 1 [1 Post] View previous topic :: View next topic
The time now is Wed Aug 15, 2018 8:29 pm | All times are GMT
Forum index » Science and Technology » Math
Jump to:  

Similar Topics
Topic Author Forum Replies Last Post
No new posts The CADO Reference Frame for an Accelerating Observer Mike Fontenot Relativity 0 Tue Nov 06, 2012 3:33 pm
No new posts electroplating organic chemicals analysis a.1998.a@gmail.com Chem 0 Fri Jul 21, 2006 11:49 am
No new posts Functional analysis? e_hobsbawm@hotmail.com Math 1 Wed Jul 19, 2006 1:55 pm
No new posts spectrum of a symmetric tridiagonal random matrix pf.buonsante@gmail.com Math 0 Wed Jul 19, 2006 9:45 am
No new posts Trying to Understand the Set Theory of Non-Standard Analysis Math1723 Math 1 Wed Jul 19, 2006 3:52 am

Copyright © 2004-2005 DeniX Solutions SRL
Other DeniX Solutions sites: Electronics forum |  Medicine forum |  Unix/Linux blog |  Unix/Linux documentation |  Unix/Linux forums  |  send newsletters
 


Powered by phpBB © 2001, 2005 phpBB Group

[ Time: 0.0122s ][ Queries: 16 (0.0028s) ][ GZIP on - Debug on ]