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Pitman's 2M – X property for one-dimensional diffusions

Published online by Cambridge University Press:  01 July 2016

L. C. G. Rogers
L. C. G. Rogers*
Affiliation:
(University College of Swansea)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 293
Copyright
Copyright © Applied Probability Trust 1980 

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References

Pitman, J. W. (1975) One-dimensional Brownian motion and the three-dimensional Bessel process. Adv. AppZ: Prob. 7, 511–526.Google Scholar