A Note on Reflecting Brownian Motions (2002)
Soucaliuc, Florin; Université Paris-Sud; Florin.soucaliuc@math.u-psud.fr, Werner, Wendelin; Université Paris-Sud And IUF; Wendelin.werner@math.u-psud.fr
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.
Reflection and coalescence between independent one-dimensional Brownian paths (2000)
Florin Soucaliuc, Bálint Tóth, Wendelin Werner
Take two independent one-dimensional brownian motions (B t ; t 2 [0; 1]) and (fi t ; t 2 [0; 1]) with B0 = 0 and fi 0 = 0 (fi can be seen as running backwards in time). Define (fl t ; t 2 [0; 1]) as...