Invariance of Brownian motion associated with exponential functionals (Q6145596)

This paper is a continuation of [\textit{Y. Hariya}, Stochastic Processes Appl. 146, 311--334 (2022; Zbl 1484.60089)]. It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, the author proves another invariance of Brownian motion that is compatible with time reversal. The invariance is described in terms of an anticipative path transformation involving exponential functionals as anticipating factors.