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Characterization of certain stochastic processes

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References

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    COX, D. R. and MILLER, H. D. (1965).The Theory of Stochastic Processes. John Wiley & Sons, Inc., New York.

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    LEVY, P.,Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1965.

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    WASAN, M. T.On an Inverse Gaussian Process, Skandinavisk Aktuarietidskrift (1968), pp. 69–96.

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    WASAN, M. T..Sufficient Conditions for a First Passage Time Process to be that of Brownian Motion, Journal of Applied Probability, Vol. 6, No. 1, pp. 218–223 (1969).

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Correspondence to P. G. Buckholtz.

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Buckholtz, P.G., Wasan, M.T. Characterization of certain stochastic processes. Trab. Estad. Invest. Oper. 23, 57–65 (1972). https://doi.org/10.1007/BF03004683

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Keywords

  • Brownian Motion
  • Passage Time
  • Transition Probability Density
  • Strong Markov Process
  • Dimensional State Space