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    Brownian motion reflected on Brownian motion 

    Burdzy, Krzysztof; Nualart, David (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.

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    Author
    Burdzy, Krzysztof (1)
    Nualart, David (1)Subject
    Brownian motion (1)
    Brownian paths (1)
    parabolic measure (1)
    ... View MoreDate Issued
    2002 (1)

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