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    Brownian motion reflected on Brownian motion

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    Date
    2002-04
    Author
    Burdzy, Krzysztof
    Nualart, David
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    Abstract
    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.
    URI
    http://hdl.handle.net/1773/2217
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    • EPrint Collection - Mathematics [112]

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