{"entities":{"Q5939264":{"pageid":8116066,"ns":120,"title":"Item:Q5939264","lastrevid":47648278,"modified":"2026-01-02T07:35:03Z","type":"item","id":"Q5939264","labels":{"en":{"language":"en","value":"A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1625448"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5939264$220B2BD8-1038-46D4-B50C-9E41FFA59D50","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"589cb4e434064595abe6a92cfe2cd6aaaa365635","datavalue":{"value":{"text":"A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5939264$94F7DE4B-0381-4363-B2DB-FC4AF8450E06","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"07d768b71ea892397c617dbaba5c15241f917a2f","datavalue":{"value":"0981.60078","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$41A3E6A5-B05E-4EAB-8AF0-EA6DE9BCB011","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1603527182ed794f871379c35d25ad8a32cb6b8b","datavalue":{"value":{"entity-type":"item","numeric-id":180923,"id":"Q180923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5939264$9AABA2F0-AF48-4848-8FF1-88DA3D19B9EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80bb8af11ab41daed2f8465ebc16e18da79993d8","datavalue":{"value":{"entity-type":"item","numeric-id":180924,"id":"Q180924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5939264$90CBCB84-804F-4AA8-92DB-D490C4DEDEB0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"903611b45fdefcb5db6a1d6c4d381fc130c82383","datavalue":{"value":{"entity-type":"item","numeric-id":189326,"id":"Q189326"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5939264$C90FC565-CEB0-4FAA-8A89-560791BAFDFA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"de0bbc1f0efc0eda52d8a37720ec217ae66c93cd","datavalue":{"value":{"time":"+2002-03-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5939264$7F500683-9FE2-444E-B317-137782E91F4B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"38182bbe11e9453be762f9abb8fed772a09e42c6","datavalue":{"value":"Let \\(\\{B_t,t\\geq 0\\}\\) be a one-dimensional standard Brownian motion starting from 0. Denote by \\(B^{(\\mu)}_t=B_t+\\mu t\\), \\(t\\geq 0\\), a Brownian motion with constant drift \\(\\mu\\) and consider the exponential functional \\(A^{(\\mu)}_t=\\int _0^t \\exp(2 B_s^{(\\mu)}) ds\\). The main task of this paper is the investigation of the relation -- in terms of exponential -- between \\(B^{(-\\mu)}\\) and \\(B^{(\\mu)}\\). For instance, the authors prove that the process \\(\\{1/A^{(-\\mu)}_t, t>0\\}\\) has the same distribution as \\(\\{1/A^{(-\\mu)}_t+ 1/\\widetilde A^{(-\\mu)}_{\\infty}, t>0\\}\\) where \\(\\widetilde A^{(-\\mu)}_{\\infty}\\) is a copy of \\( A^{(-\\mu)}_{\\infty}\\) independent of \\(B^{(-\\mu)}\\). A number of variants and useful consequences of these results are obtained. The most important consequence expresses \\(B^{(-\\mu)}\\) in terms \\(B^{(\\mu)}\\) and an independent Gamma distribution. Two proofs of this result are presented. The first one is based on the theory of enlargements of the Brownian filtration and the other one is based on Lamperti's relation and some properties of the laws of Bessel processes under time reversal and time inversion.","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$ED88369F-12F6-41C5-AB77-A84A1E97DB9E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$C8B4E69D-33CE-4961-B3D9-E1D05F314B08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e0e439813fbf5e4d372bca5db5b7a21ee3e3e8d","datavalue":{"value":"60J55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$81B7B912-F1F2-41A4-B9A8-7189855F1E9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$CC981246-EA49-4C5F-8735-287A78B6E449","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"88c8d0405ee76c2940780cfb4e0febabc9eae933","datavalue":{"value":"60G48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$FEAFEA74-5148-4057-A7D0-BCFDE144EEB3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e0e3f9727091560c1edae1fc8e3e86aa486d05dd","datavalue":{"value":"1625448","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5939264$40662161-0900-47EC-BEF4-577C700ADD50","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"099ab85d42b1c19d78f48b5f43b81329907e57ff","datavalue":{"value":"Brownian motion with drift","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$32574BF0-F7A4-401B-9A38-84278D739014","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"90ae89714ad47394c7c46ca5552cd42281e74bd0","datavalue":{"value":"Bessel process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$94E46E5C-3456-4DCB-9D89-7C19F71F6389","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad2576f3ad8eb4c69ef3d7b7dc45571b1ce910af","datavalue":{"value":"exponential functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$8F42E6A8-B254-498E-8E4B-F4400443753B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5a16f41e08f1179620e9aa5f88a1bc4de8183f2e","datavalue":{"value":"identity in law","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$E2D5D879-C37A-439F-B21D-F9CA681F0B16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"596f445b597e3a0f8514e0a9d2f52f2df56cbb01","datavalue":{"value":"enlargement of filtration","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$945398AA-A46F-4609-91F9-B5A5AA233D16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"38e67bc91cf08eb2e1cbda9053fa73f1bead7c5d","datavalue":{"value":"Cameron-Martin theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q5939264$4CC1F86D-6E4B-44B1-9C14-2BBE3A6E85AE","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5939264$BC3E8829-0E42-49FA-BF1C-E4E876113DB0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9736e7b6cf4f6de61ac921fec7485bb06f855425","datavalue":{"value":{"entity-type":"item","numeric-id":1827551,"id":"Q1827551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea0cf0351717d52a5b7215a53bae9d8bc94f06d9","datavalue":{"value":{"amount":"+0.8246086239814758","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5939264$B35DEB63-67C7-43F7-A251-DB2E72565F74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c492610c7d2e142564fc987f077a437a177f345","datavalue":{"value":{"entity-type":"item","numeric-id":4519049,"id":"Q4519049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fab197090e988bc0bae3b3ef9bfe3b10c7dc1b98","datavalue":{"value":{"amount":"+0.7992427945137024","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5939264$4F05E871-2809-4E66-A492-C20F1CF29F1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2ab3fd7f4c0d4fd151e9f03d16e779a409457862","datavalue":{"value":{"entity-type":"item","numeric-id":4405826,"id":"Q4405826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c9dc0018ec6bce3131f94ace878dc9a6a8f712e6","datavalue":{"value":{"amount":"+0.7831727266311646","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5939264$D77BD7E2-F19A-4EAB-BD5E-737B93D37BBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e3a360a986efb0fc2999b548806d6e7f774f4db","datavalue":{"value":{"entity-type":"item","numeric-id":4204930,"id":"Q4204930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d3c5dd85e455ecf081105fbe456a443b0b3feb1","datavalue":{"value":{"amount":"+0.7822592854499817","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5939264$903A2BC4-AB6F-43FC-A969-C415BDBCA799","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"af00c3529c7e6cd0b3ade035aa32f41acbdb0f66","datavalue":{"value":{"entity-type":"item","numeric-id":3992300,"id":"Q3992300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba797aac0dd1f1ddb404a272f24afbe86f71a90a","datavalue":{"value":{"amount":"+0.7821879386901855","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5939264$FA3F4BBF-FDEE-4EDE-89C5-346590C60D5D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5939264","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5939264"}}}}}