A converse to Pitman's theorem for a space-time Brownian motion in a type A₁¹ Weyl chamber
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Publication:6506983
arXiv2211.03439MaRDI QIDQ6506983FDOQ6506983
Authors: Manon Defosseux, Charlie Hérent 
Abstract: We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one applying a sequence of path transformations.
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