Time-dependent functions of Brownian motion that are Markovian

DOI10.1214/AOP/1176995051zbMATH Open0415.60067OpenAlexW2066510548MaRDI QIDQ600173FDOQ600173

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)

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

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