Pages that link to "Item:Q1283165"
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The following pages link to On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165):
Displaying 9 items.
- Beta-gamma algebra identities and Lie-theoretic exponential functionals of Brownian motion (Q894168) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) (← links)
- An extension of Seshadri's identities for Brownian motion (Q1871298) (← 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)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- On a triplet of exponential Brownian functionals (Q2725621) (← links)
- On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (Q4405826) (← links)