论文标题
与指数功能相关的布朗运动的不变性
Invariance of Brownian motion associated with exponential functionals
论文作者
论文摘要
众所周知，布朗尼动议享有几种分配不变，例如缩放属性和时间逆转。在本文中，我们证明了布朗运动的另一个不变性，与时间逆转兼容。不变性似乎是我们最好的知识，它是用涉及指数功能的预期路径转换来描述的。还提供了一些相关的结果。
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The invariance, which seems to be new to our best knowledge, is described in terms of an anticipative path transformation involving exponential functionals as anticipating factors. Some related results are also provided.
