Markov or non-Markov property of \(cM-X\) processes

DOI10.2969/jmsj/1191418643zbMath1061.60086OpenAlexW2054380738MaRDI QIDQ1884810

Hiroyuki Matsumoto, Yukio Ogura

Publication date: 27 October 2004

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1191418643

zbMATH Keywords

Brownian motionMarkov propertyfluctuation theoryreflected Brownian motionLévy's theoremPitman's theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic processes (60G99)

Related Items (2)

Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem ⋮ Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space

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