Exponential functionals and principal values related to Brownian motion. A collection of research papers. (English) Zbl 0889.00015

Madrid: Univ. Autónoma de Madrid, Departamento de Matemáticas, 247 p. (1997).

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The articles of this volume will be reviewed individually.
Indexed articles:
Alili, Larbi; Dufresne, Daniel; Yor, Marc, On Bougerol’s inequality for exponential functions of Brownian motions, 3-14 [Zbl 0905.60059]
Alili, Larbi; Gruet, Jean-Claude, An explanation of a generalized Bougerol’s identity in terms of hyperbolic Brownian motion, 15-33 [Zbl 0911.60069]
Gruet, Jean-Claude, Windings of hyperbolic Brownian motion, 35-72 [Zbl 0902.60065]
Carmona, Philippe; Petit, Frédérique; Yor, Marc, On the distribution and asymptotic results for exponential functionals of Lévy processes, 73-126 [Zbl 0905.60056]
Alili, Larbi, On some hyperbolic principal values of Brownian local times, 131-154 [Zbl 0905.60055]
Alili, Larbi; Donati-Martin, Catherine; Yor, Marc, A remarkable inequality for normalised Brownian excursion, 155-180 [Zbl 0916.60072]
Hu, Yueyun; Shi, Zhan; Yor, Marc, Some applications of Lévy’s area formula to pseudo-Brownian and pseudo-Bessel bridges, 181-209 [Zbl 0911.60072]
Hu, Yueyun; Shi, Zhan, An iterated logarithm law for Cauchy’s principal value of Brownian local times, 211-228 [Zbl 0911.60056]
Petit, Frédérique, On principal values of perturbed Brownian motion, 229-242 [Zbl 0911.60071]

MSC:

00B15	Collections of articles of miscellaneous specific interest
60-06	Proceedings, conferences, collections, etc. pertaining to probability theory

Keywords:

Exponential functionals; Principal values; Brownian motion