Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466)

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scientific article; zbMATH DE number 2055327
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Interpretation via Brownian motion of some independence properties between GIG and gamma variables.
scientific article; zbMATH DE number 2055327

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    Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (English)
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    14 March 2004
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    Brownian motions with drifts
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    Generalized inverse Gaussian distributions
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    Exponential Brownian functionals
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