scientific article; zbMATH DE number 1163907
From MaRDI portal
Publication:4395530
zbMath0911.60069MaRDI QIDQ4395530
Jean-Claude Gruet, Larbi Alili
Publication date: 16 May 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformBrownian motionexponential functionalKantorovich-Lebedev transformBougerol identity
Related Items (12)
Concentration of the Brownian bridge on the hyperbolic plane ⋮ Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model ⋮ Extensions of Bougerol's identity in law and the associated anticipative path transformations ⋮ On two-dimensional extensions of Bougerol's identity in law ⋮ On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable ⋮ Bougerol's identity in law and extensions ⋮ On hyperbolic Bessel processes and beyond ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ On Bougerol and Dufresne's identities for exponential Brownian functionals ⋮ Brownian motion on the hyperbolic plane and Selberg trace formula ⋮ On positive and negative moments of the integral of geometric Brownian motions ⋮ Integral representations for the Hartman-Watson density
This page was built for publication: