On Bougerol and Dufresne's identities for exponential Brownian functionals
Matsumoto, Hiroyuki ; Yor, Marc
Proc. Japan Acad. Ser. A Math. Sci., Tome 74 (1998) no. 10, p. 152-155 / Harvested from Project Euclid
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Publié le : 1998-05-14
Classification:  60J65,  60J70 
@article{1195506660,
     author = {Matsumoto, Hiroyuki and Yor, Marc},
     title = {On Bougerol and Dufresne's identities for exponential Brownian functionals},
     journal = {Proc. Japan Acad. Ser. A Math. Sci.},
     volume = {74},
     number = {10},
     year = {1998},
     pages = { 152-155},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1195506660}
}

Matsumoto, Hiroyuki; Yor, Marc. On Bougerol and Dufresne's identities for exponential Brownian functionals. Proc. Japan Acad. Ser. A Math. Sci., Tome 74 (1998) no. 10, pp.  152-155. http://gdmltest.u-ga.fr/item/1195506660/