Brownian motion reflected on Brownian motion
成果类型：
Article
署名作者：
Burdzy, K; Nualart, D
署名单位：
University of Washington; University of Washington Seattle; University of Barcelona
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s004400100165
发表日期：
2002
页码：
471-493
关键词：
摘要：
We study Brownian motion reflected on art 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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