On some identities in law involving exponential functionals of Brownian motion and Cauchy variable

Yuu Hariya

Let $B=\{B_t{\}}_{t\ge 0}$ be a one-dimensional standard Brownian motion, to which we associate the exponential additive functional $A_t={\int }_0^t{e}^{2B_s}ds,t\ge 0$. St…