A spurious Brownian motion
Author: Clyde D. Hardin
Journal: Proc. Amer. Math. Soc. 93 (1985), 350
MSC: Primary 60J65; Secondary 60G15
MathSciNet review: 770552
Abstract: There exists an -valued mean-zero Gaussian process, all of whose projections agree with the projections of standard Brownian motion, yet which is not standard Brownian motion.