Pages that link to "Item:Q4519049"

The following pages link to An analogue of Pitman’s 2<i>M – X</i> theorem for exponential Wiener functionals: Part I: A time-inversion approach (Q4519049):

Displaying 32 items.

• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• Directed polymers and the quantum Toda lattice (Q414275) (← links)
• Survival probability of mutually killing Brownian motions and the O'Connell process (Q425183) (← links)
• System of complex Brownian motions associated with the O'Connell process (Q694610) (← links)
• Tree structured independence for exponential Brownian functionals (Q734668) (← links)
• A note on switching property for squared Bessel process (Q831325) (← links)
• Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
• Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
• Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
• Random forests and networks analysis (Q1756552) (← links)
• Reciprocal time relation of noncolliding Brownian motion with drift (Q1759694) (← links)
• On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) (← links)
• Approximate and exact solutions of intertwining equations through random spanning forests (Q1983041) (← links)
• Another look at the Hartman-Watson distributions (Q2006374) (← links)
• K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions (Q2009288) (← links)
• Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings (Q2099848) (← links)
• Integral representations for the Hartman-Watson density (Q2116476) (← links)
• Discrete integrable systems and Pitman's transformation (Q2119923) (← links)
• On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
• Intertwining wavelets or multiresolution analysis on graphs through random forests (Q2300767) (← links)
• Fractional intertwinings between two Markov semigroups (Q2390986) (← links)
• Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
• On the singular values of complex matrix Brownian motion with a matrix drift (Q2692554) (← links)
• Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space (Q2798594) (← links)
• Rates of convergence of diffusions with drifted Brownian potentials (Q4257567) (← links)
• Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
• Yang-Baxter maps and independence preserving property (Q6126955) (← links)
• Invariance of Brownian motion associated with exponential functionals (Q6145596) (← links)
• A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes (Q6596206) (← links)
• Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices (Q6596221) (← links)
• A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals (Q6642869) (← links)