Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem
type: Item
instance of: scholarly article
title: Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem
zbMATH Open document ID: 0929.60031
author: Hiroyuki Matsumoto
author: Marc Yor
published in: Electronic Communications in Probability
publication date: 1999-08-22T00:00:00Z
full work available at URL: https://eudml.org/doc/120087
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 1325993
zbMATH Keywords: diffusion process
zbMATH Keywords: Markov intertwining kernel
zbMATH Keywords: (strict) local martingale
zbMATH Keywords: explosion
MaRDI profile type: Publication
OpenAlex ID: W2124091677
DOI: 10.1214/ECP.V4-1001
description: scientific article; zbMATH DE number 1325993