K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288)

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scientific article; zbMATH DE number 7138422
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    K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions
    scientific article; zbMATH DE number 7138422

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      K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (English)
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      28 November 2019
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      Hartman-Watson distribution
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      additive functionals of Brownian motion
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      general Gaussian inverse distribution
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      distribution on hyperplane
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