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2012 Bougerol’s identity in law and extensions
Stavros Vakeroudis
Probab. Surveys 9(none): 411-437 (2012). DOI: 10.1214/12-PS195

Abstract

We present a list of equivalent expressions and extensions of Bougerol’s celebrated identity in law, obtained by several authors. We recall well-known results and the latest progress of the research associated with this celebrated identity in many directions, we give some new results and possible extensions and we try to point out open questions.

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Stavros Vakeroudis. "Bougerol’s identity in law and extensions." Probab. Surveys 9 411 - 437, 2012. https://doi.org/10.1214/12-PS195

Information

Published: 2012
First available in Project Euclid: 8 November 2012

zbMATH: 1278.60125
MathSciNet: MR3007208
Digital Object Identifier: 10.1214/12-PS195

Subjects:
Primary: 60-02, 60G07, 60J60, 60J65
Secondary: 30C80, 44A10, 60E10, 60G15, 60G46, 60J25, 60J55

Rights: Copyright © 2012 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.9 • 2012
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