On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion

Author: Donati-Martin C.   Matsumoto H.   Yor M.  

Publisher: Springer Publishing Company

ISSN: 0031-5303

Source: Periodica Mathematica Hungarica, Vol.41, Iss.1-2, 2000-11, pp. : 103-119

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Abstract