Now showing items 1-2 of 2

    • 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 ...
    • Geometric Properties of 2-dimensional Brownian Paths 

      Burdzy, Krzysztof (Springer-Verlag GmbH, 1989)
      Let A be the set of all points of the plane C, visited by two-dimensional Brownian motion before time 1. With probability 1, all points of A are "twist points" except a set of harmonic measure zero. "Twist points" may be ...