Abstract
Bougerol’s identity in law is one of the most infamous in the study of Brownian motion. To that end, in this paper, we present a further extension of its study through a proof in the third dimension. Second-dimension proofs have been extensively explored, as have those of the third dimension. However, here we will extrapolate a previously two-dimensional proof into the third dimension through the use of a three-Brownian joint distribution.
Acknowledgments
The author is grateful to the editor for taking the time to read his work.
Citation
Kolitha Perera. "A new three-dimensional extension of Bougerol’s identity in law." Electron. Commun. Probab. 29 1 - 7, 2024. https://doi.org/10.1214/24-ECP577
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