Exponential functionals of brownian motion, II: Some related diffusion processes

Probability Surveys

Volumn 2, Issue 1, 2005, Pages 348-384

  Matsumoto, Hiroyuki ^a   Yor, Marc ^b  

^a NAGOYA UNIVERSITY   (Japan)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Brownian motion; Heat kernel; Hyperbolic space; L vy's theorem; Pitman's theorem; Random environment

Indexed keywords

EID: 33745808966     PISSN: None     EISSN: 15495787     Source Type: Journal    
DOI: 10.1214/154957805100000168     Document Type: Article

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