A Direct Proof of the Reflection Principle for Brownian Motion
Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 1-3
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We present a self-contained proof of the reflection principle for Brownian Motion.
Keywords:
Brownian motion, reflection principle, stopping times.
@article{THSP_2016_21_2_a0,
author = {S. J. Dilworth and Duncan Wright},
title = {A {Direct} {Proof} of the {Reflection} {Principle} for {Brownian} {Motion}},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {1--3},
year = {2016},
volume = {21},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2016_21_2_a0/}
}
S. J. Dilworth; Duncan Wright. A Direct Proof of the Reflection Principle for Brownian Motion. Teoriâ slučajnyh processov, Tome 21 (2016) no. 2, pp. 1-3. http://geodesic.mathdoc.fr/item/THSP_2016_21_2_a0/
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