Brownian motion reflected on Brownian motion

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Brownian motion reflected on Brownian motion

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Title: Brownian motion reflected on Brownian motion
Author: Burdzy, Krzysztof; Nualart, David
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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