Download this PDF file Fullscreen Fullscreen Off
References
- K. Burdzy, D. Nualart (2000): Brownian motion reflected on Brownian motion, Probab. Th. Rel. Fields, to appear.
- J. Pitman, M. Yor (1996): Decomposition at the maximum for excursions and bridges of one-dimensional diffusions, in Ito's stochastic calculus and probability theory, Springer, 293-310. Math. Review 98f:60153
- F. Soucaliuc (2001): Réflexion, coalescence et retournement du temps pour certaines familles de diffusions, PhD Thesis, Université Paris-Sud.
- F. Soucaliuc, B. Tóth, W. Werner (2000): Reflection and coalescence between one-dimensional Brownian paths, Ann. Inst. Henri Poincaré Probab. Statist. 36, 509-536, Math. Review 2002a:60139
- B. Tóth, W. Werner (1998): The true self-repelling motion, Probab. Th. Rel. Fields, 111, 375-452 Math. Review 99i:60092

This work is licensed under a Creative Commons Attribution 3.0 License.