Exponential functionals of Brownian motion and class-one Whittaker functions

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 47, Issue 4, 2011, Pages 1096-1120

  Baudoin, Fabrice ^a   O'Connell, Neil ^b  

^a PURDUE UNIVERSITY   (United States)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Conditioned Brownian motion; Quantum Toda lattice

Indexed keywords

EID: 80054106617     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1214/10-AIHP401     Document Type: Article

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