Embedding in Brownian motion
Let n be a positive integer, let μ be a probability measure on ℝ[sup n] , and let (B[sub t])[sub 0≤t<∞] be Brownian motion with initial distribution μ. […] For each random time T let μ[sub T] be the distribution of the random variable B[sub t]. […] It is natural to ask which measures ν on ℝ[sup n...
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| Language: | English |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/2429/21524 |