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A Direct Proof of the Reflection Principle for Brownian Motion
S. J. Dilworth, Duncan Wright Department of Mathematics, University of South Carolina, Columbia, SC 29208 U.S.A.
Abstract:
We present a self-contained proof of the reflection principle for Brownian Motion.
Keywords:
Brownian motion, reflection principle, stopping times.
Citation:
S. J. Dilworth, Duncan Wright, “A Direct Proof of the Reflection Principle for Brownian Motion”, Theory Stoch. Process., 21(37):2 (2016), 1–3
Linking options:
https://www.mathnet.ru/eng/thsp157 https://www.mathnet.ru/eng/thsp/v21/i2/p1
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