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On exponential moments of two Brownian functionals

Statistics \& Probability Letters, 31(3): 233--237, 1997.
Authors: Wolfgang Stummer
URL: http://www.sciencedirect.com/science/article/B6V1D-3YTJSXN-B/1/cc74c176f2e42665352c9355bcbe5cdc
Tags: Multidimensional differential equations stochastic
| URL | BibTeX  
@article{Stummer1997,
title = {On exponential moments of two Brownian functionals},
author = {Wolfgang Stummer},
day = {16},
journal = {Statistics \& Probability Letters},
month = {Jan},
number = {3},
pages = {233--237},
url = {http://www.sciencedirect.com/science/article/B6V1D-3YTJSXN-B/1/cc74c176f2e42665352c9355bcbe5cdc},
volume = {31},
year = {1997},
keywords = {Multidimensional differential equations stochastic }
}