# Exponential functionals of Brownian motion. I: Probability laws at fixed time.

Matsumoto, Hiroyuki; Yor, Marc

Probability Surveys [electronic only] (2005)

- Volume: 2, page 312-347
- ISSN: 1549-5787

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topMatsumoto, Hiroyuki, and Yor, Marc. "Exponential functionals of Brownian motion. I: Probability laws at fixed time.." Probability Surveys [electronic only] 2 (2005): 312-347. <http://eudml.org/doc/227045>.

@article{Matsumoto2005,

author = {Matsumoto, Hiroyuki, Yor, Marc},

journal = {Probability Surveys [electronic only]},

keywords = {Brownian motion; Bessel process; Lamperti's relation; Hartman-Watson distributions},

language = {eng},

pages = {312-347},

publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},

title = {Exponential functionals of Brownian motion. I: Probability laws at fixed time.},

url = {http://eudml.org/doc/227045},

volume = {2},

year = {2005},

}

TY - JOUR

AU - Matsumoto, Hiroyuki

AU - Yor, Marc

TI - Exponential functionals of Brownian motion. I: Probability laws at fixed time.

JO - Probability Surveys [electronic only]

PY - 2005

PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society

VL - 2

SP - 312

EP - 347

LA - eng

KW - Brownian motion; Bessel process; Lamperti's relation; Hartman-Watson distributions

UR - http://eudml.org/doc/227045

ER -

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