Forward Brownian motion

• 成果类型: Article
• 署名作者: Burdzy, Krzysztof; Scheutzow, Michael
• 署名单位: University of Washington; University of Washington Seattle; Technical University of Berlin
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-013-0524-x
• 发表日期: 2014
• 页码: 95-126
• 关键词: local time

摘要

We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at . We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take as the origin. We study the maximum and minimum rates of growth for these processes in the backward direction. We also address the question of which extra assumptions make one of these processes a two-sided Brownian motion.