Exponential functionals of Brownian motion. II: Some related diffusion processes.
Matsumoto, Hiroyuki ; Yor, Marc
Probability Surveys [electronic only], Tome 2 (2005), p. 348-384 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1214/154957805100000168
EUDML-ID : urn:eudml:doc:227519 
@article{05728582,
     title = {Exponential functionals of Brownian motion. II: Some related diffusion processes.},
     journal = {Probability Surveys [electronic only]},
     volume = {2},
     year = {2005},
     pages = {348-384},
     doi = {10.1214/154957805100000168},
     zbl = {1189.91232},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05728582}
}

Matsumoto, Hiroyuki; Yor, Marc. Exponential functionals of Brownian motion. II: Some related diffusion processes.. Probability Surveys [electronic only], Tome 2 (2005) pp. 348-384. doi : 10.1214/154957805100000168. http://gdmltest.u-ga.fr/item/05728582/