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Dec
4
awarded  Popular Question
Nov
24
comment Integral of a geometric Brownian motion
Indeed I was not clear at all with my comment. Sorry for that. I would like to know if the law of this random variable is trivially known. If there is the case what is this law? Has its distribution a "simple" analytic formula ?
Nov
20
comment About an integral equation
I haven't assumed $u= s$ for deducing that the integrand is zero. After that if the integrand do is zero for all u between $s$ and $T$ I can look to the equation for $u =s$. The mistake is in deducting that the integrand is zero if it is. And I particularly think it is wrong. The question is "why is it wrong?"
Nov
18
revised About an integral equation
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Nov
18
comment About an integral equation
Thanks a lot for you answer. I just realised I permeated the integral on the equation which does not change much for the solution. However it's better to adapt it
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comment Integral of a geometric Brownian motion
I meat obtain an analytic formula for that