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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2016 Volume 21(37), Issue 2, Pages 1–3 (Mi thsp157)
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.

MSC: Primary 60J65; Secondary 60G40

Language: English



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© Steklov Math. Inst. of RAS, 2024