S. J. Dilworth, Duncan Wright, “A Direct Proof of the Reflection Principle for Brownian Motion”, Theory Stoch. Process., 2016, том 21(37), выпуск 2,страницы 1

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.

Аннотация: We present a self-contained proof of the reflection principle for Brownian Motion.

Ключевые слова: Brownian motion, reflection principle, stopping times.

MSC: Primary 60J65; Secondary 60G40

Язык публикации: английский