Symmetry and Time Changed Brownian Motions

2008/10/23 by José Fajardo, Ernesto Mordecki, Fajardo, José +1
Mathematics · #60G48 #91B28 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60G48 #msc:91B28

paper · pdf · doi:10.48550/arxiv.0810.4271

9 pages, No figures

arxiv created 2008/10/23 · arxiv updated 2009/12/01

Abstract

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 Lévy process, a necessary and sufficient condition for the symmetry to hold is that drift must be equal to -1/2.

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