Randomly started signals with white noise (Q5903194)

The authors demonstrate that if B(t), \(t\geq 0\) is a Wiener process and U is an independent uniformly distributed random variable on (0,1) and \(\epsilon\) is a constant, then the distribution of \(B(t)+\epsilon [(t- U)^+]^{1/2}\) is absolutely continuous with respect to the Wiener measure on C[0,1] if \(0<\epsilon <2\), and singular with respect to this measure if \(\epsilon >\sqrt{8}\). They are unable to say anything for \(2\leq \epsilon \leq \sqrt{8}\).