Time-dependent functions of Brownian motion that are Markovian

DOI10.1214/AOP/1176995051MaRDI QIDQ600173zbMATH OpenOpenAlexFDO

Authors Albert T. Wang

Publication date 1979

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

Full work available at URL https://doi.org/10.1214/aop/1176995051

zbMATH Keywords

Markov processBrownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(3)

• Symmetries of excessive measures of Markov processes
• Functions of an \(n\)-dimensional Brownian motion that are Markovian
• Detecting the presence of a random drift in Brownian motion

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