Symmetry and Time Changed Brownian Motions

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dc.creatorFajardo, José
dc.creatorMordecki, Ernesto
dc.date2008-10-23
dc.date.accessioned2026-07-07T10:12:42Z
dc.date.available2026-07-07T10:12:42Z
dc.descriptionIn this paper we examine which Brownian Subordination with drift exhibits the symmetry property introduced by Fajardo and Mordecki (2006). We obtain that when the subordination results in a Lévy process, a necessary and sufficient condition for the symmetry to hold is that drift must be equal to -1/2.
dc.description9 pages, No figures
dc.identifierhttps://arxiv.org/abs/0810.4271
dc.identifierhttp://arxiv.org/abs/0810.4271
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/172270
dc.subjectProbability
dc.subject91B28; 60G48
dc.titleSymmetry and Time Changed Brownian Motions
dc.typetext

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