Geodesic
On an exponential functional for Gaussian processes and its geometric foundations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 25, Tome 457 (2017), pp. 101-113

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After setting geometric notions, we revisit an exponential functional that has arisen in several contexts, with special attention to a set of geometric parameters and associated inequalities. 
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     author = {R. A. Vitale},
     title = {On an exponential functional for {Gaussian} processes and its geometric foundations},
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R. A. Vitale. On an exponential functional for Gaussian processes and its geometric foundations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 25, Tome 457 (2017), pp. 101-113. http://geodesic.mathdoc.fr/item/ZNSL_2017_457_a6/