An analogue of Pitman's 2M-X theorem for exponential Wiener functionals : Part II: The role of the generalized inverse Gaussian laws

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概要

• 論文の詳細を見る
• 名古屋大学の論文

著者

• Yor Marc

  Laboratoire De Probabilites Et Modeles Aleatoires Universite P. Et M. Curie

• MATSUMOTO Hiroyuki

  School of Informatics and Sciences, Nagoya University

• Matsumoto Hiroyuki

  School Of Informatics And Sciences Nagoya University

関連論文

• Penalising symmetric stable Levy paths
• Some Explicit Krein Representations of Certain Subordinators, Including the Gamma Process
• Further Examples of Explicit Krein Representations of Certain Subordinators
• Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions
• Three Notes on Connections between the Riemann Zeta Function and Probability Theory, in particular : Random Matrix Theory (Number Theory and Probability Theory)
• An analogue of Pitman's 2M-X theorem for exponential Wiener functionals, Part I : A time-inversion approach
• An analogue of Pitman's 2M-X theorem for exponential Wiener functionals : Part II: The role of the generalized inverse Gaussian laws
• Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws
• Applications of the theory of the metaplectic representation to quadratic Hamiltonians on the two-dimensional Euclidean space

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