Reeection and Coalescence between Independent One-dimensional Brownian Paths
نویسنده
چکیده
Take two independent one-dimensional brownian motions (Bt; t 2 0; 1]) and (t; t 2 0; 1]) with B0 = 0 and 0 = 0 (can be seen as running backwards in time). Deene (t; t 2 0; 1]) as being the function that is obtained by reeecting B on. Then is still a Brownian motion. Similar and more general results (with families of coalescing Brownian motions) are also derived. They enable to give a precise deenition (in terms of reeection) of the joint realisation of nite families of coalescing/reeecting brownian motions.
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تاریخ انتشار 2000