On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable |
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On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (English)
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3 September 2020
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Brownian motion
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exponential functional
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Bougerol's identity
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Cauchy random variable
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generalized inverse Gaussian distribution
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