Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion

DOI10.2307/3212290zbMath0184.21204OpenAlexW2323991609MaRDI QIDQ5576053

M. T. Wasan

Publication date: 1969

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212290

zbMATH Keywords

probability theory

Related Items (4)

Bivariate time distribution of Brownian motion ⋮ Modified goodness-of-fit tests for the inverse Gaussian distribution ⋮ Differential representation of a bivariate inverse Gaussian process ⋮ Characterization of certain stochastic processes

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