Some changes of probabilities related to a geometric Brownian motion version of Pitman's 2M-X theorem.
Matsumoto, Hiroyuki ; Yor, Marc
Electronic Communications in Probability [electronic only], Tome 4 (1999), p. 15-23 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:120087 
@article{01325993,
     title = {Some changes of probabilities related to a geometric Brownian motion version of Pitman's },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {4},
     year = {1999},
     pages = {15-23},
     zbl = {0929.60031},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01325993}
}

Matsumoto, Hiroyuki; Yor, Marc. Some changes of probabilities related to a geometric Brownian motion version of Pitman's . Electronic Communications in Probability [electronic only], Tome 4 (1999) pp. 15-23. http://gdmltest.u-ga.fr/item/01325993/