Symmetry and Time Changed Brownian Motions

Details Symmetry and Time Changed Brownian Motions Symmetry and Time Changed Brownian Motions

2008-10-23

arxiv.org/abs/0810.4271v1

Mathematics

Probability

9 pages, No figures

Scientific paper

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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