Yuu Hariya

Limiting distributions associated with exponential Brownian functionals

Abstract:
      Exponential functionals of Brownian motion with drift play an
important role in several fields such as mathematical finance,
analysis of Laplacians on hyperbolic spaces, and so on.
      We study limit laws of Wiener measure renormalized by either
exponential or powers of such functionals. The results exhibit
phase transitions according to the values of drifts.