On Bougerol and Dufresne's identities for exponential Brownian functionals

Hiroyuki Matsumoto; Marc Yor

doi:10.3792/pjaa.74.152

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Home > Journals > Proc. Japan Acad. Ser. A Math. Sci. > Volume 74 > Issue 10 > Article

1998 On Bougerol and Dufresne's identities for exponential Brownian functionals

Hiroyuki Matsumoto, Marc Yor

Proc. Japan Acad. Ser. A Math. Sci. 74(10): 152-155 (1998). DOI: 10.3792/pjaa.74.152

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Proc. Japan Acad. Ser. A Math. Sci.

Vol.74 • No. 10 • 1998

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Hiroyuki Matsumoto, Marc Yor "On Bougerol and Dufresne's identities for exponential Brownian functionals," Proceedings of the Japan Academy, Series A, Mathematical Sciences, Proc. Japan Acad. Ser. A Math. Sci. 74(10), 152-155, (1998)

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