Abstract
We present a class of processes which enjoy an exponential analogue of Pitman's $2M-X$ theorem, improving hence some works of H. Matsumoto and M. Yor.
Citation
Fabrice Baudoin. "Further Exponential Generalization of Pitman's $2M-X$ Theorem." Electron. Commun. Probab. 7 37 - 46, 2002. https://doi.org/10.1214/ECP.v7-1045
Information
Accepted: 11 January 2002; Published: 2002
First available in Project Euclid: 16 May 2016
zbMATH: 1008.60088
MathSciNet: MR1887172
Digital Object Identifier: 10.1214/ECP.v7-1045
Subjects:
Primary:
60J60
Keywords:
Diffusion processes
,
Exponential analogue of Pitman's 2M-X theorem
