Article

Bougerol's identity in law and extensions

Probability Surveys 01/2012; 9. DOI: 10.1214/12-PS195
Source: arXiv

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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