Extensions of Bougerol's identity in law and the associated anticipative path transformations
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Publication:2668501
DOI10.1016/j.spa.2022.01.005zbMath1484.60089arXiv2104.01803OpenAlexW4206079257MaRDI QIDQ2668501
Publication date: 7 March 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.01803
Brownian motion (60J65) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30)
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