A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098)
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scientific article; zbMATH DE number 6734507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor |
scientific article; zbMATH DE number 6734507 |
Statements
A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (English)
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22 June 2017
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Wiener process
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Wiener bridge
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Gaussian processes
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exponential functionals
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