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UBC Theses and Dissertations
Embedding in Brownian motion Falkner, Neil F.
Abstract
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] are of the form μ[sub T] where T is a stopping time. [the rest of the abstract can be found in the attached PDF file]
Item Metadata
| Title |
Embedding in Brownian motion
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| Creator | |
| Publisher |
University of British Columbia
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| Date Issued |
1978
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| Description |
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] are of the form μ[sub T] where T is a stopping time. [the rest of the abstract can be found in the attached PDF file]
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| Genre | |
| Type | |
| Language |
eng
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| Date Available |
2010-03-05
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
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| DOI |
10.14288/1.0079641
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| URI | |
| Degree | |
| Program | |
| Affiliation | |
| Degree Grantor |
University of British Columbia
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| Campus | |
| Scholarly Level |
Graduate
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| Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.