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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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A spurious Brownian motion
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by Clyde D. Hardin PDF
Proc. Amer. Math. Soc. 93 (1985), 350 Request permission

Abstract:

There exists an ${{\mathbf {R}}^d}$-valued mean-zero Gaussian process, all of whose projections agree with the projections of standard Brownian motion, yet which is not standard Brownian motion.
References
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Additional Information
  • © Copyright 1985 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 93 (1985), 350
  • MSC: Primary 60J65; Secondary 60G15
  • DOI: https://doi.org/10.1090/S0002-9939-1985-0770552-2
  • MathSciNet review: 770552