Geodesic
The limit distribution for geometric random walk in random environment
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2007), pp. 37-54

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In the paper we construct the random process, which is called the geometric random walk in random environment and which allows to model the financial time series with the long memory effect. For that random process we researched its asymptotical properties and found the density and the Laplace transform of its limit distribution. 
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     title = {The limit distribution for geometric random walk in random environment},
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M. Yu. Ermakov; A. V. Letchikov; T. Yu. Fedorov. The limit distribution for geometric random walk in random environment. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2007), pp. 37-54. http://geodesic.mathdoc.fr/item/VUU_2007_1_a4/