On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (Q4405826)

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scientific article; zbMATH DE number 1933283
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On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts
scientific article; zbMATH DE number 1933283

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    On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (English)
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    8 February 2004
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    Brownian motion with drifts
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    Brownian exponential functionals
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    densities in closed form
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