分野別セミナー

It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this talk, we provide another invariance of Brownian motion that is compatible with the time reversal. The invariance, which seems to be new to our best knowledge, is described in terms of an anticipative path transformation involving exponential functionals as anticipating factors. Some related results will also be discussed. This talk is based on arXiv:2203.08706.