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Brownian-time Change of measure

math.PR · 2026-05-07 · unverdicted · novelty 5.0

A fundamental change of measure theorem is proven for Brownian-time Brownian motion and related processes.

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  • Brownian-time Change of measure math.PR · 2026-05-07 · unverdicted · none · ref 8

    A fundamental change of measure theorem is proven for Brownian-time Brownian motion and related processes.