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The authors have proven in a previous work that the process \\(\\tilde B_ \\bullet=B_ \\bullet-\\int^ \\bullet_ 0(B_ s/s)ds\\) is again a Brownian motion, and that for each \\(t\\geq 0\\), \\(B_ t\\) is independent of \\((\\tilde B_ s, s\\leq t)\\). The first result of the paper under review concerns the inverse problem. Specifically, the set \\({\\mathcal I}\\) of probability measures on the canonical space \\({\\mathcal C}(\\mathbb{R}_ +,\\mathbb{R})\\) for which the coordinate process \\(X\\) satisfies (i) \\(\\tilde X_ \\bullet=X_ \\bullet-\\int^ \\bullet_ 0(X_ s/s)ds\\) is a Brownian motion, (ii) for each \\(t\\geq 0\\), \\(X_ t\\) is independent of \\((\\tilde X_ s, s\\leq t)\\) is identified with the set of space-time harmonic transforms of the Wiener measure. Equivalently, a probability measure \\(P\\) is in \\({\\mathcal I}\\) iff it is the law of \\((B_ t+Yt, t\\geq 0)\\), where \\(Y\\) is a random variable independent of \\((B_ t,t\\geq 0)\\). Then an analog for the Brownian sheet \\((B_{s,t}; s\\geq 0, t\\geq 0)\\) is discussed. The relevant transformation is now \\(T_ 2\\), which is specified by \\[ T_ 2(B)_{s,t}=B_{s,t}-\\int^ s_ 0{du\\over u}B_{u,t}-\\int^ t_ 0{dv\\over v}B_{s,v}+\\int^ s_ 0{du\\over u}\\int^ t_ 0{dv\\over v}B_{u,v}. \\] Typically, \\(\\tilde B\\) is again a Brownian sheet, and ergodic properties of the transformation \\(T_ 2\\) are studied. Finally, the set \\({\\mathcal I}^{(2)}\\) of probability measures on the canonical space \\({\\mathcal C}(\\mathbb{R}^ 2_ +,\\mathbb{R})\\) for which (i) \\(T_ 2(X)\\) is a Brownian sheet, (ii) \\(\\forall s,t\\geq 0\\), \\((T_ 2(X)_{u,v})_{u\\leq s,v\\leq t}\\) is independent of \\(((X_{u,t},X_{s,v}))_{u\\leq s,v\\leq t}\\) is characterized. The main difference in comparison with the first result is that there are now probability measures in \\({\\mathcal I}^{(2)}\\) which are not locally equivalent to the law of the Brownian sheet.","type":"string"},"datatype":"string"},"type":"statement","id":"Q4028983$A87BB7E8-5B73-4CCD-A059-258271E87197","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"583d5634d5ee6575aaa37bb42a0c5602371241ea","datavalue":{"value":{"entity-type":"item","numeric-id":163387,"id":"Q163387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4028983$5743F15D-9CF2-40CA-A821-0CA286C5F60C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A noncanonical decomposition of the Brownian sheet","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_noncanonical_decomposition_of_the_Brownian_sheet"}}}}}