Bougerol's identity in law and extensions
Stavros Vakeroudis (LPMA, School of Mathematics)
TL;DR
This paper reviews Bougerol's identity in law, discusses its various extensions, presents new results, and highlights open questions in the ongoing research related to this mathematical identity.
Contribution
It provides a comprehensive overview of Bougerol's identity, introduces new extensions, and discusses recent progress and open problems in the field.
Findings
Multiple equivalent expressions of Bougerol's identity
New extensions and results related to the identity
Identification of open questions for future research
Abstract
We present a list of equivalent expressions and extensions of Bougerol's celebrated identity in law, obtained by several authors. We recall well-known results and the latest progress of the research associated with this celebrated identity in many directions, we give some new results and possible extensions and we try to point out open questions.
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Taxonomy
TopicsAdvanced Algebra and Geometry · Algebraic Geometry and Number Theory · Advanced Topics in Algebra