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Publication:2725615
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zbMath0982.60020MaRDI QIDQ2725615

Loïc Chaumont, Marc Yor, David G. Hobson

Publication date: 8 April 2002

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__334_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian bridgeexchangeabilityexponential functionalLévy bridgecyclic exchangeability


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55) Multiplicative functionals and Markov processes (60J57) Exchangeability for stochastic processes (60G09)


Related Items (8)

Another look at the integral of exponential Brownian motion and the pricing of Asian options ⋮ Sparre Andersen identity and the last passage time ⋮ A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor ⋮ The uniform law for sojourn measures of random fields ⋮ Bridges of Lévy processes conditioned to stay positive ⋮ Generalised liouville processes and their properties ⋮ The Brownian motion on 𝐴𝑓𝑓(ℝ) and quasi-local theorems ⋮ Lévy random bridges and the modelling of financial information




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