Condensed Matter
[Submitted on 5 Jan 1996]
Title:Exponential functionals of Brownian motion and disordered systems
View PDFAbstract: The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential functionals in relation with the problem of a particle coupled to a heat bath in a Wiener potential. Explicit expressions for the distribution of the free energy are presented.
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