Forward Brownian motion

DOI10.1007/S00440-013-0524-XMaRDI QIDQ466894zbMATH OpenOpenAlexFDO

Authors K. Burdzy, Michael Scheutzow

Publication date 31 October 2014

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.6958

zbMATH Keywords

forward Brownian motiontwo-sided Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Abstract: We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-infty$. We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take as the origin. We study the maximum and minimum rates of growth for these processes in the backward direction. We also address the question of which extra assumptions make one of these processes a two-sided Brownian motion.

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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1416816 (Why is no real title available?)
• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• On Brownian slow points
• On skew Brownian motion
• On the Hausdorff dimension of the Brownian slow points
• On the constructions of the skew Brownian motion
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Some applications of duality for Lévy processes in a half-line
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• Theory of probability and random processes.

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