Proceedings of the American Mathematical Society

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



A spurious Brownian motion

Author: Clyde D. Hardin
Journal: Proc. Amer. Math. Soc. 93 (1985), 350
MSC: Primary 60J65; Secondary 60G15
MathSciNet review: 770552
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

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 [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC: 60J65, 60G15

Retrieve articles in all journals with MSC: 60J65, 60G15

Additional Information

Keywords: Brownian motion, projection
Article copyright: © Copyright 1985 American Mathematical Society