Bougerol's identity in law and extensions (Q1950172): Difference between revisions

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Latest revision as of 09:54, 6 July 2024

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Bougerol's identity in law and extensions
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    Bougerol's identity in law and extensions (English)
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    10 May 2013
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    Bougerol's identity
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    time-change
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    hyperbolic Brownian motion
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    subordination
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    Gauss-Laplace transform
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    planar Brownian motion
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    Ornstein-Uhlenbeck processes
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    two-dimensional Bougerol's identity
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    local time
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    multi-dimensional bougerol's identity
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    Bougerol's diffusion
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    peacock
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    convex order
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    Bougerol's process
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