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Brownian motion reflected on Brownian motion
(Springer-Verlag GmbH, 2002-04)
We study Brownian motion reflected on an "independent" Brownian path. We prove results on the joint distribution of both processes and the support of the parabolic measure in the space-time domain bounded by a Brownian path. We show that there exist
two different natural local times for a Brownian path reflected on a Brownian path.
Erratum to The Supremum of Brownian Times on Hölder Curves
(Birkhauser, 2002-05-21)
For [function] f [maps the set]: [0, 1] [into the set] [Real numbers], we consider L [superscript] f [subscript] t , the local time of spacetime Brownian motion on the curve f. Let S [subscript][sigma] be the class of all functions whose Hölder norm of order [sigma] is less than or equal to 1. We show that the supremum of L ...