Functions of an \(n\)-dimensional Brownian motion that are Markovian
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Publication:1140369
DOI10.1007/BF02760613zbMath0435.60082MaRDI QIDQ1140369
Albert T. Wang, Chang Shing Chen
Publication date: 1979
Published in: Israel Journal of Mathematics (Search for Journal in Brave)
Higher-dimensional and -codimensional surfaces in Euclidean and related (n)-spaces (53A07) Brownian motion (60J65)
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Symmetries of excessive measures of Markov processes ⋮ Markov functions of a time-changed recurrent diffusion
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