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2018 | OriginalPaper | Chapter

9. On Drifting Brownian Motion Made Periodic

Author : Paul McGill

Published in: Séminaire de Probabilités XLIX

Publisher: Springer International Publishing

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Abstract

The Brownian reference measure on periodic functions provides a framework for investigating more general circular processes. These include a significant class of periodic diffusions. We illustrate by proposing simple analytic criteria for finiteness and absolute continuity of the intrinsic circular measure associated to drifting Brownian motion. Our approach exploits a property of approximate bridges.

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Title: On Drifting Brownian Motion Made Periodic
Author: Paul McGill
Publisher: Springer International Publishing
Book: Séminaire de Probabilités XLIX
Print ISBN: 978-3-319-92419-9

Electronic ISBN: 978-3-319-92420-5

Copyright Year: 2018
DOI: https://doi.org/10.1007/978-3-319-92420-5_9