منابع مشابه
Unbiased shifts of Brownian motion
Let B = (Bt)t∈R be a two-sided standard Brownian motion. An unbiased shift of B is a random time T , which is a measurable function of B, such that (BT+t−BT )t∈R is a Brownian motion independent of BT . We characterise unbiased shifts in terms of allocation rules balancing mixtures of local times of B. For any probability distribution ν on R we construct a stopping time T ≥ 0 with the above pro...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2014
ISSN: 0091-1798
DOI: 10.1214/13-aop832