Links between Brownian processes, proportional increments and the last hitting times

TL;DR

This paper explores the connections between Brownian motion, proportional increments, and last hitting times, revealing new insights into their interrelationships within stochastic processes.

Contribution

It introduces novel links between Brownian processes, proportional increments, and last hitting times, enhancing understanding of their probabilistic structure.

Findings

Established new relationships between Brownian motion and last hitting times.

Clarified the role of proportional increments in Brownian processes.

Provided theoretical insights into stochastic process behaviors.

Abstract

In this short article, we will focus on the different links between some stochastic processes resulting from Brownian motion and two notions of probability theory (proportional increments and last hitting times).