We study some path transformations related to Pitman's theorem [28, Th. 1.3] on Brownian motion and the three-dimensional Bessel process. We relate these to the Littelmann path model (see [22]) and give applications to representation theory and to Brownian motion in a Weyl chamber
No takes yet. Share an insight, caveat, or question.
Biane et al. (2005) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: