Bougerol's identity in law and extensions (Q1950172)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bougerol's identity in law and extensions |
scientific article |
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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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