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20102026
most citedOn some identities in law involving exponential functionals of Brownian motion and Cauchy variable

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math.PR2013★ 2 cited

A connection of the Brascamp-Lieb inequality with Skorokhod embedding

Yuu Hariya

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of variance are also provided.