2 papers
math.PR2009
Limiting behaviors of the Brownian motions on hyperbolic spaces
Hiroyuki Matsumoto
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial compon…
math.PR2005
Exponential functionals of Brownian motion, I: Probability laws at fixed time
Hiroyuki Matsumoto, Marc Yor
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian…