Symmetry and Time Changed Brownian Motions
classification
🧮 math.PR
keywords
symmetrybrowniandriftsubordinationchangedconditionequalexamine
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In this paper we examine which Brownian Subordination with drift exhibits the symmetry property introduced by Fajardo and Mordecki (2006). We obtain that when the subordination results in a L\'evy process, a necessary and sufficient condition for the symmetry to hold is that drift must be equal to -1/2.
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