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arXiv · 1201.5823

Bougerol's identity in law and extensions

Stavros Vakeroudis
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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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Stavros Vakeroudis. 2012-10-16. Bougerol's identity in law and extensions. https://arxiv.org/abs/1201.5823

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