Abstract
Yor [4] obtained an exact formula for a one-dimensional Brownian motion {B t }:
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References
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© 1996 Springer-Verlag Tokyo
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Kotani, Si. (1996). Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion. In: Ikeda, N., Watanabe, S., Fukushima, M., Kunita, H. (eds) Itô’s Stochastic Calculus and Probability Theory. Springer, Tokyo. https://doi.org/10.1007/978-4-431-68532-6_12
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DOI: https://doi.org/10.1007/978-4-431-68532-6_12
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