Reflection between two conjugate diffusions (Q1608754): Difference between revisions

The author has previously established that a Brownian motion reflected on another independent Brownian motion is again a Brownian motion. Here he presents a generalization if the process is a diffusion and the reflecting process is a continuous process independent of the diffusion and extends it if the process is a ``conjugate'' diffusion, in the sense of \textit{D. Siegmund} [Ann. Probab. 4, 914-926 (1976; Zbl 0364.60109)]. The precise conditions are too complicated to state here, and the reader is referred to the original paper for details.