We present a two-dimensional extension of an identity in distribution due to Bougerol  that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend to the level of processes, we point out further striking relations in this direction.
Cite this article
Jean Bertoin, Daniel Dufresne, Marc Yor, Some two-dimensional extensions of Bougerol’s identity in law for the exponential functional of linear Brownian motion. Rev. Mat. Iberoam. 29 (2013), no. 4, pp. 1307–1324DOI 10.4171/RMI/758