Bougerol's identity in law and extensions

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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https://hal.archives-ouvertes.fr/hal-00663488
Contributor : Stavros Vakeroudis <>
Submitted on : Tuesday, October 16, 2012 - 10:57:28 AM
Last modification on : Wednesday, May 15, 2019 - 3:33:20 AM
Long-term archiving on: Thursday, January 17, 2013 - 3:55:09 AM

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  • HAL Id : hal-00663488, version 2
  • ARXIV : 1201.5823

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Stavros Vakeroudis. Bougerol's identity in law and extensions. 2012. ⟨hal-00663488v2⟩

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