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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Journal of Computati...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Journal of Computational and Applied Mathematics
Article . 2018 . Peer-reviewed
License: Elsevier Non-Commercial
Data sources: Crossref
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On the moments of the integrated geometric Brownian motion

Authors: Edmond Levy;

On the moments of the integrated geometric Brownian motion

Abstract

Abstract This note demonstrates how the divided differences characterization for the moments of the integrated geometric Brownian process arises naturally from the solution to their differential equations. The characterization was introduced by Baxter and Brummelhuis in their paper (Baxter and Brummelhuis (2011)) where they demonstrate its consistency with the results found by Oshanin et al. (1993). Here we demonstrate its validity with more general expressions presented in other papers and explore the divided differences characterization of these moments further.

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
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