مرکز منطقه ای اطلاع رساني علوم و فناوري - On an extension of Dufresneʹs relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof

Title of article :

On an extension of Dufresneʹs relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof

Author/Authors :

Yuu Hariya، نويسنده , , Marc Yor، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

331

To page :

341

Keywords :

Exponential Brownian functionals , Dufresne’s identity , Brownian motions with drifts

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140297

Link To Document :