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Forward Brownian Motion

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arxiv 1302.6958 v4 pith:SUQHS57E submitted 2013-02-27 math.PR

Forward Brownian Motion

classification math.PR
keywords brownianmotionprocessesdirectiontimebackwarddistributionforward
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We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$. We show that these processes do not have to have the distribution of standard Brownian motion in the backward direction of time, no matter which random time we take as the origin. We study the maximum and minimum rates of growth for these processes in the backward direction. We also address the question of which extra assumptions make one of these processes a two-sided Brownian motion.

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