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Bougerol's identity in law and extensions

2012/01/27 by Stavros Vakeroudis, Vakeroudis, Stavros
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1201.5823

arxiv created 2012/10/16 · arxiv updated 2012/10/17

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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