Invariance of Brownian motion associated with exponential functionals
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DOI: 10.1016/j.spa.2023.104235
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- Donati-Martin, Catherine & Matsumoto, Hiroyuki & Yor, Marc, 2000. "On positive and negative moments of the integral of geometric Brownian motions," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 45-52, August.
- Hariya, Yuu, 2022. "Extensions of Bougerol’s identity in law and the associated anticipative path transformations," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 311-334.
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Keywords
Brownian motion; Exponential functional; Anticipative path transformation;All these keywords.
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