One-dimensional Brownian motion and the three-dimensional Bessel process
A simple path transformation is described which connects one-dimensional Brownian motion with the radial part of three-dimensional Brownian motion. This provides simple proofs of various path decompositions for these processes described by David Williams.
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| Veröffentlicht in: | Advances in applied probability 1975-09, Vol.7 (3), p.511-526 |
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| Format: | Artikel |
| Sprache: | eng ; jpn |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | A simple path transformation is described which connects one-dimensional Brownian motion with the radial part of three-dimensional Brownian motion. This provides simple proofs of various path decompositions for these processes described by David Williams. |
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| ISSN: | 0001-8678 1475-6064 |
| DOI: | 10.1017/S0001867800040763 |