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2002 Further Exponential Generalization of Pitman's $2M-X$ Theorem
Fabrice Baudoin
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Electron. Commun. Probab. 7: 37-46 (2002). DOI: 10.1214/ECP.v7-1045

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

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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

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