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A Note on Reflecting Brownian Motions (2002)

Abstract
We give another proof of the following result from a joint paper with Bálint Tóth: A Brownian motion reflected on an independent time-reversed Brownian motion is a Brownian motion.

Publication details
Publisher Institute of Mathematical Statistics
Repository Electronic Communications in Probability (United States)
Keywords Mathematics, 60J65; Brownian motion, reflection
Type Peer-Reviewed Article
Language English
Coverage ; ;