Independent Brownian arms at a deterministic time
ID: independent-brownian-arms-at-a-deterministic-time
For a deterministic , the processes , , and , , are independent standard Brownian motions. The first uses reversed, sign-changed past increments; the second uses future increments independent of the entire past. The first process is not generally independent of , but translating a range by preserves its Lebesgue measure pathwise.
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