Some changes of probabilities related to a geometric Brownian motion version of Pitman's 2 M - X theorem. Matsumoto, Hiroyuki; Yor, Marc — 1999 Electronic Communications in Probability [electronic only]
Exponential functionals of Brownian motion. II: Some related diffusion processes. Matsumoto, Hiroyuki; Yor, Marc — 2005 Probability Surveys [electronic only]
Exponential functionals of Brownian motion. I: Probability laws at fixed time. Matsumoto, Hiroyuki; Yor, Marc — 2005 Probability Surveys [electronic only]
Wiener functionals of second order and their Lévy measures. Matsumoto, Hiroyuki; Taniguchi, Setsuo — 2002 Electronic Journal of Probability [electronic only]
On a triplet of exponential brownian functionals Larbi Alili; Hiroyuki Matsumoto; Tomoyuki Shiraishi — 2001 Séminaire de probabilités de Strasbourg