On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable

Author:

Hariya Yuu

Funder

JSPS

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference33 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. A matrix Bougerol identity and the Hua-Pickrell measures;Assiotis;Electron. Commun. Probab.,2018

4. Exponentially decreasing distributions for the logarithm of particle size;Barndorff-Nielsen;Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.,1977

5. Hyperbolic distributions and distributions on hyperbolae;Barndorff-Nielsen;Scand. J. Stat.,1978

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1. A new three-dimensional extension of Bougerol’s identity in law;Electronic Communications in Probability;2024-01-01

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

3. Extensions of Bougerol’s identity in law and the associated anticipative path transformations;Stochastic Processes and their Applications;2022-04

4. Integral Representations for the Hartman–Watson Density;Journal of Theoretical Probability;2021-01-07

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