Exponential functionals of Brownian motion and class-one Whittaker functions (Q1944671)

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Exponential functionals of Brownian motion and class-one Whittaker functions
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    Statements

    title
    Exponential functionals of Brownian motion and class-one Whittaker functions (English)
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    author
    Fabrice Baudoin
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    Neil O'Connell
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    publication date
    26 March 2013
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    zbMATH Keywords
    conditioned Brownian motion
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    quantum Toda lattice
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    Identifiers

    DOI
    10.1214/10-AIHP401
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    Mathematics Subject Classification ID
    60J65
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    60J55
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    22E27
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    37K10
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    zbMATH DE Number
    6148900
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