Exponential functionals of Brownian motion and class-one Whittaker functions (Q1944671): Difference between revisions

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+Further exponential generalization of Pitman's \(2M-X\) theorem
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+Conditioned stochastic differential equations: theory, examples and application to finance.
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+Littelmann paths and Brownian paths
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+Paths in Weyl chambers and random matrices
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+Automorphic forms on GL(3,\({\mathbb{R}})\)
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+Unramified Whittaker functions for \(GL(3,\mathbb{R})\)
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+The integral of geometric Brownian motion
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+On distributions associated with the generalized Levys stochastic area formula
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+Stationary Phase Integrals, Quantum Toda Lattices, Flag Manifolds and the Mirror Conjecture
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+The path integral on the Poincaré upper half-plane with a magnetic field and for the Morse potential
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+Whittaker functions on semisimple Lie groups
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+Brownian motion on the hyperbolic plane and Selberg trace formula
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+Fonctions de Whittaker associées aux groupes de Chevalley
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+Integral representation for the eigenfunctions of a quantum periodic Toda chain
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+A version of Pitman's 2M — X theorem for geometric Brownian motions
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+Exponential functionals of Brownian motion. I: Probability laws at fixed time
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+A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
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+Brownian analogues of Burke's theorem.
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+A representation for non-colliding random walks
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+One-dimensional Brownian motion and the three-dimensional Bessel process
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+Markov functions
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+Poincaré series for GL(3,\({\mathbb{R}})\)-Whittaker functions
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+Theory of Eisenstein series for the group SL(3,R) and its application to a binary problem
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