Abstract
We extend the well-known P. Lévy theorem on the distributional identity , where is a standard Brownian motion and to the case of Brownian motion with drift λ. Processes of the type
appear naturally in the generalization.
Citation
Svend Erik Graversen. Albert N. Shiryaev. "An extension of P. Lévy's distributional." Bernoulli 6 (4) 615 - 620, August 2000.
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