Some two-dimensional extensions of Bougerol's identity in law for the   exponential functional of linear Brownian motion
  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 point at further striking relations in this direction. 
Jean Bertoin, Daniel Dufresne, Marc Yor (LPMA, IUF)
math.PR