One-dimensional Brownian motion and the three-dimensional Bessel process
Keyword(s):
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.
1975 ◽
Vol 7
(03)
◽
pp. 511-526
◽
Keyword(s):
1974 ◽
Vol 6
(02)
◽
pp. 223-224
◽
2015 ◽
Vol 47
(1)
◽
pp. 210-230
◽
Keyword(s):
1984 ◽
Vol 21
(03)
◽
pp. 500-510
◽
Keyword(s):
1994 ◽
Vol 31
(04)
◽
pp. 911-920
◽