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

@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 -