Exponential functionals of Brownian motion and class-one Whittaker functions

DOI10.1214/10-AIHP401zbMath1269.60066arXiv0809.2506MaRDI QIDQ1944671

Neil O'Connell, Fabrice Baudoin

Publication date: 26 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.2506

zbMATH Keywords

quantum Toda latticeconditioned Brownian motion

Mathematics Subject Classification ID

Completely integrable infinite-dimensional Hamiltonian and Lagrangian systems, integration methods, integrability tests, integrable hierarchies (KdV, KP, Toda, etc.) (37K10) Brownian motion (60J65) Representations of nilpotent and solvable Lie groups (special orbital integrals, non-type I representations, etc.) (22E27) Local time and additive functionals (60J55)

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