One-dimensional Brownian motion and the three-dimensional Bessel process
- 1 September 1975
- journal article
- research article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 7 (03), 511-526
- https://doi.org/10.1017/s0001867800040763
Abstract
A simple path transformation is described which connects one-dimensional Brownian motion with the radial part of three-dimensional Brownian motion. This provides simple proofs of various path decompositions for these processes described by David Williams.Keywords
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