The following pages link to (Q4395529):
Displaying 18 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- A matrix Bougerol identity and the Hua-Pickrell measures (Q1748555) (← links)
- Concentration of the Brownian bridge on the hyperbolic plane (Q1872316) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
- Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (Q2435231) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
- Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion (Q2436060) (← links)
- Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- Random motions at finite velocity in a non-Euclidean space (Q3590753) (← links)
- On some exponential functionals of Brownian motion (Q4014074) (← links)
- The log-normal approximation in financial and other computations (Q4662236) (← links)
- Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
- Explicit Expressions of the Hua--Pickrell Semigroup (Q5097172) (← links)
- Windings of planar processes, exponential functionals and Asian options (Q5215022) (← links)
- A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098) (← links)
