Pages that link to "Item:Q871030"
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The following pages link to A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor (Q871030):
Displaying 5 items.
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- On the extension of an identity in law between the Brownian bridge and the variance of the Brownian motion (Q1316599) (← links)
- A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field (Q1721722) (← links)
- Comment on: ``Non-intersecting Brownian bridges in the flat-to-flat geometry'' (Q2106522) (← links)
- A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor (Q5270098) (← links)