相关论文: Bougerol's identity in law and extensions

Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion and denote by $A_{t},\,t\ge 0$, the quadratic variation of the geometric Brownian motion $e^{B_{t}},\,t\ge 0$. Bougerol's celebrated identity (1983) asserts that, if…

We present a two-dimensional extension of an identity in distribution due to Bougerol \cite{Bou} that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend at the level of processes, we…

Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion and denote by $A_{t},\,t\ge 0$, the quadratic variation of $e^{B_{t}},\,t\ge 0$. The celebrated Bougerol's identity in law (1983) asserts that, if $\beta =\{ \beta…

Some ramifications of the identity of Chaundy and Bullard are presented. We discuss its homogeneous form and its relations to other identities, as well as extensions to more variables and more parameters.

We prove an interesting identity for the sum of determinants, which is a generalization of the sum of a geometric progression. The proof is quite long and a number of other identities are proved along the way. Some of the more elementary…

Given two combinatorial identities proved earlier, a new set of variations of these combinatorial identities is listed and proved with the integral representation method. Some identities from literature are shown to be special cases of…

We discuss an algebraic identity, due to Sylvester, as well as related algebraic identities and applications.

We present a different combinatorial interpretations of Lucas and Gibonacci numbers. Using these interpretations we prove several new identities, and simplify the proofs of several known identities. Some open problems are discussed towards…

We give explicit formulae and study the combinatorics of an identity holding in all Rota-Baxter algebras. We describe the specialization of this identity for a couple of examples of Rota-Baxter algebras.

We consider a new identity involving integrals and sums of Bessel functions. The identity provides new ways to evaluate integrals of products of two Bessel functions. The identity is remarkably simple and powerful since the summand and…

We derive several symmetric identities for Bernoulli and Euler polynomials which imply some known identities. Our proofs depend on the new technique developed in part I and some identities obtained in [European J. Combin. 24(2003),…

In this paper, we establish an identity for Bernoulli's generalized polynomials. We deduce generalizations for many relations involving classical Bernoulli numbers or polynomials. In particular, we generalize a recent Gessel identity.

In this note we prove two extensions of the Sury's identity.

Motivated by the resemblance of a multivariate series identity and a finite analogue of Euler's pentagonal number theorem, we study multiple extensions of the latter formula. In a different direction we derive a common extension of this…

We exhibit an identity that plays the same role as Vaughan's identity but is arguably simpler

We prove a curious identity for the Bernoulli numbers.

In this note, we provide bijective proofs of some identities involving the Bell number, as previously requested. Our arguments may be extended to yield a generalization in terms of complete Bell polynomials. We also provide a further…

In this note, we provide a conceptual explanation of a well-known polynomial identity used in algebraic number theory.

In this papier, by the classical umbral calculus method, we establish identities involving the Appell polynomials and extend some existing identities.

In this paper, we give a short proof of a relation generalizing many identities for Bernoulli numbers.