One-dimensional Brownian motion and the three-dimensional Bessel process-Reference-Cited by-同舟云学术

One-dimensional Brownian motion and the three-dimensional Bessel process

Published:1975-09 Issue:3 Volume:7 Page:511-526
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Pitman James W.

Abstract

A simple path transformation is described which connects one-dimensional Brownian motion with the radial part of three-dimensional Brownian motion. This provides simple proofs of various path decompositions for these processes described by David Williams.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference18 articles.

1. Conditional brownian motion and the boundary limits of harmonic functions

2. A new class of probability limit theorems;Lamperti;J. Math. Mech.,1962

3. One-dimensional Brownian motion and the three-dimensional Bessel process

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