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 Electronic Communications in Probability > Vol. 7 (2002) > Paper 12 open journal systems 


A Note on Reflecting Brownian Motions

Florin Soucaliuc, Université Paris-Sud
Wendelin Werner, Université Paris-Sud and IUF


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.


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Pages: 117-122

Published on: January 17, 2002
Bibliography
  1. K. Burdzy, D. Nualart (2000): Brownian motion reflected on Brownian motion, Probab. Th. Rel. Fields, to appear.
  2. J. Pitman, M. Yor (1996): Decomposition at the maximum for excursions and bridges of one-dimensional diffusions, in Ito's stochastic calculus and probability theory, Springer, 293-310. Math. Review 98f:60153
  3. F. Soucaliuc (2001): Réflexion, coalescence et retournement du temps pour certaines familles de diffusions, PhD Thesis, Université Paris-Sud.
  4. F. Soucaliuc, B. Tóth, W. Werner (2000): Reflection and coalescence between one-dimensional Brownian paths, Ann. Inst. Henri Poincaré Probab. Statist. 36, 509-536, Math. Review 2002a:60139
  5. B. Tóth, W. Werner (1998): The true self-repelling motion, Probab. Th. Rel. Fields, 111, 375-452 Math. Review 99i:60092
















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Electronic Communications in Probability. ISSN: 1083-589X