Pages that link to "Item:Q5939264"

The following pages link to A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration (Q5939264):

Displaying 16 items.

• Tree structured independence for exponential Brownian functionals (Q734668) (← links)
• Hitting times of interacting drifted Brownian motions and the vertex reinforced jump process (Q784160) (← links)
• A note on switching property for squared Bessel process (Q831325) (← links)
• Large deviations of the free energy in the O'Connell-Yor polymer (Q887070) (← links)
• Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
• Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
• Brownian analogues of Burke's theorem. (Q1766020) (← links)
• Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
• On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) (← links)
• Exponential functionals of Brownian motion and class-one Whittaker functions (Q1944671) (← links)
• Another look at the Hartman-Watson distributions (Q2006374) (← links)
• K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
• On the distribution of verhulst process (Q2355527) (← links)
• Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
• Stationary measures for the log-gamma polymer and KPZ equation in half-space (Q6142951) (← links)
• Invariance of Brownian motion associated with exponential functionals (Q6145596) (← links)