论文标题
与Pitman定理的交谈,以A_1^1型Weyl腔室中的时空布朗运动
A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber
论文作者
论文摘要
我们证明了一个逆Pitman的定理,用于以Doob的意义进行时空的布朗尼运动,以保留在仿生的韦尔室中。我们的定理提供了一种方法,可以通过应用一系列路径变换来恢复有条件的时空布朗运动。
We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one by applying a sequence of path transformations.