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Time inversion of Brownian motion
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)
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
Brownian motion
Created
2026-09-24
Updated
2026-09-24
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If
W
is
Brownian motion
, then
B
0
=
0
,
B
t
=
t
W
1/
t
(
t
>
0
)
(1)
is also
Brownian motion
. Its
covariance
is
min
(
s
,
t
)
, and continuity at zero follows from
W
u
/
u
→
0
almost surely
.
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(7)
Brownian motion
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Brownian time reversal on a finite interval
Past exam of the mathematics course of the University of Cambridge
/
2023
/
ii
/
Paper 3
/
29K
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
ii
/
Paper 3
/
29K
/
b
/
Solution
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