A note on reflecting brownian motions

Electronic Communications in Probability

Volumn 7, Issue , 2002, Pages 117-122

  Soucaliuc, Florin ^a   Werner, Wendelin ^a  

^a Université Paris Sud 11   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85037879573     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v7-1053     Document Type: Article

References (5)

1. K. Burdzy, D. Nualart (2000): Brownian motion reflected on Brownian motion, Probab. Th. Rel. Fields, to appear.
2. 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, 293310.
3. F. Soucaliuc (2001): Réflexion, coalescence et retournement du temps pour certaines families de diffusions, Thèse de Doctorat de l’Universite Paris-Sud.
4. F. Soucaliuc, B. Tóth, W. Werner (2000): Reflection and coalescence between onedimensional Brownian paths, Ann. Inst. Henri Poincare, 36, 509-536.
5. B. Tóth, W. Werner (1998): The true self-repelling motion, Probab. Th. Rel. Fields, 111, 375-452.