A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes - 惯性聚合

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A multi-dimensional version of Lamperti's relation and the Matsumoto-Yor processes

Thomas Gérard, Valentin Rapenne, Christophe Sabot, Xiaolin Zeng · 2023-06-04 · via math.PR updates on arXiv.org

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