Brownian motion reflected on Brownian motion
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2005-11-30T17:33:57Z | |
| dc.date.available | 2005-11-30T17:33:57Z | |
| dc.date.issued | 2002-04 | |
| dc.description.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. | en |
| dc.description.sponsorship | Burdzy's research partially supported by NSF grant DMS-0071486 (USA) and SAB1999-0171 (Spain). Nualart's research partially supported by the grant PB96-0087 from the DGES. | en |
| dc.format.extent | 229669 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Burdzy, K. & D. Nualart. (2002). Brownian motion reflected on Brownian motion. Probability Theory and Related Fields, 122(4), 471-493. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2217 | |
| dc.language.iso | en_US | |
| dc.publisher | Springer-Verlag GmbH | en |
| dc.subject | Brownian motion | en |
| dc.subject | Brownian paths | en |
| dc.subject | parabolic measure | en |
| dc.title | Brownian motion reflected on Brownian motion | en |
| dc.type | Article | en |