On pathwise projective invariance of Brownian motion. III (Q2639441): Difference between revisions

[For part II see ibid. 64, No.8, 271-274 (1988; Zbl 0666.60042).] In part I [ibid. 64, No.2, 41-44 (1988; Zbl 0657.60061)] we demonstrated that the group SL(2,\({\mathbb{R}})\) acts on the path space of Brownian motion \(\{\) B(t); \(t\in {\mathbb{R}}\}\) as \[ (1)\quad B^ g(t;\omega)=(ct+d)B(\frac{at+b}{ct+d};\omega)-ctB(\frac{a}{c};\omega)- dB(\frac{b}{d};\omega),\quad g=\left( \begin{matrix} a,b\\ c,d\end{matrix} \right)\in SL(2,{\mathbb{R}}), \] and that the above action is compatible with the group action, \[ (B^ g)^ h(t;\omega)=B^{gh}(t;\omega). \] In this part we obtain analogous invariance properties of multi-parameter Brownian motions.