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Independence properties of the Matsumoto--Yor type

, and . (2012)cite arxiv:1203.0381Comment: Published in at http://dx.doi.org/10.3150/10-BEJ325 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm).
DOI: 10.3150/10-BEJ325

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Quelques inégalités avec le temps local en zero du mouvement Brownien. Stochastic Processes and their Applications, 41 (1): 117--155 (May 1992)Nonlinear self-stabilizing processes - II: Convergence to invariant probability, , and . Stochastic Processes and their Applications, 75 (2): 203--224 (Jul 15, 1998)Decomposing the Brownian path via the range process. Stochastic Processes and their Applications, 55 (2): 211--226 (February 1995)Independence properties of the Matsumoto--Yor type, and . (2012)cite arxiv:1203.0381Comment: Published in at http://dx.doi.org/10.3150/10-BEJ325 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm).Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos, , , and . Stochastic Processes and their Applications, 75 (2): 173--201 (Jul 15, 1998)