Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466): Difference between revisions

@@ Property / cites work @@
+First hitting time models for the generalized inverse Gaussian distribution
+Normal rank
@@ Property / cites work @@
+The Lukacs–Olkin–Rubin theorem without invariance of the ``quotient''
+Normal rank
@@ Property / cites work @@
+Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+A characterization of the generalized inverse Gaussian distribution by continued fractions
+Normal rank
@@ Property / cites work @@
+An independence property for the product of GIG and gamma laws
+Normal rank
@@ Property / cites work @@
+A version of Pitman's 2M — X theorem for geometric Brownian motions
+Normal rank
@@ Property / cites work @@
+An analogue of Pitman’s 2<i>M – X</i> theorem for exponential Wiener functionals: Part I: A time-inversion approach
+Normal rank
@@ Property / cites work @@
+An Analogue of Pitman’s <i>2</i>M <i>— X</i> Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws
+Normal rank
@@ Property / cites work @@
+A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration
+Normal rank
@@ Property / cites work @@
+On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
+Normal rank
@@ Property / cites work @@
+Q3923359
@@ Property / cites work: Q3923359 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3349723
@@ Property / cites work: Q3349723 / rank @@
+Normal rank
@@ Property / cites work @@
+The Matsumoto–Yor independence property for GIG and Gamma  laws, revisited
+Normal rank
@@ Property / cites work @@
+On a functional equation related to the Matsumoto-Yor property
+Normal rank
@@ Property / cites work @@
+Q4012542
@@ Property / cites work: Q4012542 / rank @@
+Normal rank