Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501)

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Extensions of Bougerol's identity in law and the associated anticipative path transformations
scientific article

    Statements

    title
    Extensions of Bougerol's identity in law and the associated anticipative path transformations (English)
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    author
    Yuu Hariya
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    publication date
    7 March 2022
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    zbMATH Keywords
    Brownian motion
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    exponential functional
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    Bougerol's identity
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    anticipative path transformation
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    cites work
    Q4395529
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    Q4395530
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    Q3150773
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    Q3316270
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    Q3038308
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    Q4226355
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60J55
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    60G30
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    zbMATH DE Number
    7485076
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    OpenAlex ID
    W4206079257
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    arXiv ID
    2104.01803
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