Pages that link to "Item:Q2668501"
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The following pages link to Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501):
Displaying 5 items.
- Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- Invariance of Brownian motion associated with exponential functionals (Q6145596) (← links)
- A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals (Q6642869) (← links)