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Brownian Functionals in Physics and Computer Science

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References

1949On Distributions of Certain Wiener Functionals692 cited
1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding379 cited
2001Exponential Functionals of Brownian Motion and Related Processes295 cited

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2015Feynman–Kac formulas for regime-switching jump diffusions and their applications36 cited
2020Stochastic response determination of nonlinear structural systems with singular diffusion matrices: A Wiener path integral variational formulation with constraints27 cited
2017Constrained Brownian processes and constrained Brownian bridges26 cited
2017Constraint Ornstein-Uhlenbeck bridges26 cited

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