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Time-changed Feller's Brownian motions are birth-death processes
- Publication Year :
- 2024
-
Abstract
- The main result of this paper demonstrates that every Feller's Brownian motion, specifically, the Brownian motion with general boundary conditions as examined by Ito and McKean, can be transformed into a birth-death process through a time-change. Additionally, we have derived the parameters of the birth-death processes in terms of those associated with Feller's Brownian motion.
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2408.09364
- Document Type :
- Working Paper