Time-dependent functions of Brownian motion that are Markovian

DOI10.1214/aop/1176995051zbMath0415.60067OpenAlexW2066510548MaRDI QIDQ600173

Albert T. Wang

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995051

zbMATH Keywords

Brownian motionMarkov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

Related Items (3)

Detecting the presence of a random drift in Brownian motion ⋮ Functions of an \(n\)-dimensional Brownian motion that are Markovian ⋮ Symmetries of excessive measures of Markov processes

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