A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor

Lecture Notes in Mathematics - Séminaire de Probabilités XLVIII ◽

10.1007/978-3-319-44465-9_6 ◽

2016 ◽

pp. 179-188

Author(s):

Mátyás Barczy ◽

Peter Kern

Download Full-text