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

5 citations · 24 across the 18 of their papers we have counts for

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math.PR2019★ 1 cited

Integral representations for the Hartman--Watson density

Yuu Hariya

This paper concerns the density of the Hartman--Watson law. Yor (1980) obtained an integral formula that gives a closed-form expression of the Hartman--Watson density. In this pape…