Extensions of Bougerol’s identity in law and the associated anticipative path transformations-Reference-Cited by-同舟云学术

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Extensions of Bougerol’s identity in law and the associated anticipative path transformations

Published:2022-04 Issue: Volume:146 Page:311-334
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Hariya Yuu^ORCID

Funder

Nihon Gakujutsu Shinkokai

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference24 articles.

1. Sur l’identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift;Alili,1997

2. An explanation of a generalized Bougerol’s identity in terms of hyperbolic Brownian motion;Alili,1997

3. Handbook of Brownian Motion – Facts and Formulae;Borodin,2002

4. Exemples de théorèmes locaux sur les groupes résolubles;Bougerol;Ann. Inst. H. Poincaré B,1983

5. Exponential functionals of Brownian motion and disordered systems;Comtet;J. Appl. Probab.,1998

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Invariance of Brownian motion associated with exponential functionals;Stochastic Processes and their Applications;2024-01

2. On two-dimensional extensions of Bougerol’s identity in law;Electronic Communications in Probability;2023-01-01

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