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On a functional equation related to the Matsumoto—Yor property

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Summary.

A functional equation arising from the independence properties of some transformations of independent generalized inverse Gaussian and gamma variables is completely solved under the local integrability assumption.

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  1. Wydzial Matematyki i Nauk Informacyjnych, Politechnika Warszawska, Warszawa, Poland,¶ e-mail: wesolo@alpha.mini.pw.edu.pl, , , , , , PL

    J. Wesolowski

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  1. J. Wesolowski
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Received: March 3, 2000, revised version: May 30, 2000.

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Wesolowski, J. On a functional equation related to the Matsumoto—Yor property. Aequ. math. 63, 245–250 (2002). https://doi.org/10.1007/s00010-002-8022-8

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  • DOI: https://doi.org/10.1007/s00010-002-8022-8

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