Unbiased shifts of Brownian motion

DOI10.1214/13-AOP832zbMath1295.60093arXiv1112.5373MaRDI QIDQ2447330

Peter Mörters, Hermann Thorisson, Günter Last

Publication date: 25 April 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.5373

zbMATH Keywords

Brownian motion; local time; random measure; Palm measure; Skorokhod embedding; unbiased shift; allocation rule

Mathematics Subject Classification ID

60J65: Brownian motion

58J65: Diffusion processes and stochastic analysis on manifolds

60G57: Random measures

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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