Exponential functionals of Brownian motion. II: Some related diffusion processes.

Matsumoto, Hiroyuki, and Yor, Marc. "Exponential functionals of Brownian motion. II: Some related diffusion processes.." Probability Surveys [electronic only] 2 (2005): 348-384. <http://eudml.org/doc/227519>.

@article{Matsumoto2005,
author = {Matsumoto, Hiroyuki, Yor, Marc},
journal = {Probability Surveys [electronic only]},
keywords = {Brownian motion; hyperbolic space; heat kernel; random environment; Lev́y's theorem; Pitman's theorem; Lévy’s theorem},
language = {eng},
pages = {348-384},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Exponential functionals of Brownian motion. II: Some related diffusion processes.},
url = {http://eudml.org/doc/227519},
volume = {2},
year = {2005},
}

TY - JOUR
AU - Matsumoto, Hiroyuki
AU - Yor, Marc
TI - Exponential functionals of Brownian motion. II: Some related diffusion processes.
JO - Probability Surveys [electronic only]
PY - 2005
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 2
SP - 348
EP - 384
LA - eng
KW - Brownian motion; hyperbolic space; heat kernel; random environment; Lev́y's theorem; Pitman's theorem; Lévy’s theorem
UR - http://eudml.org/doc/227519
ER -