Reflection and coalescence between independent one-dimensional Brownian paths (Q1584874): Difference between revisions
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Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflection and coalescence between independent one-dimensional Brownian paths |
scientific article |
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Reflection and coalescence between independent one-dimensional Brownian paths (English)
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11 September 2001
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A particular case of the results is the following: Let \(B\) be the Brownian motion starting at \(0\) in \([0,1]\) and let \(\beta\) be \(B\) running backwards from \(\beta(1)= 0\). Let \(C\) and \(\gamma\) be processes ``reflected'' (\(B\) in \(\beta\) and \(\beta\) in \(B\)). Then \((C,\beta)\) and \((B,\gamma)\) are identical in law.
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Brownian path
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coalescing
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reflecting
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