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- W1528885784 abstract "The process ( |B| ) is called the reflection of the Brownian motion B at zero. By (8.1), the pair ( (|B|,L) ) is almost surely the solution of a certain problem of reflection for ( hat{B} ), discussed in Section 8.2. This yields an alternative representation, directly in terms of ( hat{B} ), for L and hence for ( |B| ) The Ito formula will be used in Section 8.3, to make the connection with the analytical theory of this alternative representation." @default.
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- W1528885784 date "2013-10-24" @default.
- W1528885784 modified "2023-09-24" @default.
- W1528885784 title "Reflected Brownian Motions" @default.
- W1528885784 doi "https://doi.org/10.1007/978-1-4614-9587-1_8" @default.
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