A trivariate law for certain processes related to perturbed brownian motions

Carmona, Philippe; Petit, Frédérique; Yor, Marc

doi:10.1016/j.anihpb.2003.11.004

Carmona, Philippe ; Petit, Frédérique ; Yor, Marc

Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 6, pp. 737-758.

MR Zbl

DOI : 10.1016/j.anihpb.2003.11.004

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     author = {Carmona, Philippe and Petit, Fr\'ed\'erique and Yor, Marc},
     title = {A trivariate law for certain processes related to perturbed brownian motions},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {737--758},
     publisher = {Elsevier},
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     year = {2004},
     doi = {10.1016/j.anihpb.2003.11.004},
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     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.004/}
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Carmona, Philippe; Petit, Frédérique; Yor, Marc. A trivariate law for certain processes related to perturbed brownian motions. Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 6, pp. 737-758. doi : 10.1016/j.anihpb.2003.11.004. http://www.numdam.org/articles/10.1016/j.anihpb.2003.11.004/

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