Reflection and coalescence between independent one-dimensional Brownian paths. (English) Zbl 0968.60072

Soucaliuc, Florin; Tóth, Bálint; Werner, Wendelin

Ann. Inst. Henri Poincaré, Probab. Stat. 36, No. 4, 509-545 (2000).

A particular case of the results is the following: Let \(B\) be the Brownian motion starting at \(0\) in \([0,1]\) and let \(\beta\) be \(B\) running backwards from \(\beta(1)= 0\). Let \(C\) and \(\gamma\) be processes “reflected” (\(B\) in \(\beta\) and \(\beta\) in \(B\)). Then \((C,\beta)\) and \((B,\gamma)\) are identical in law.

Reviewer: M.Rao (Gainesville)

MSC:

60J65

Brownian motion

Keywords:

Brownian path; coalescing; reflecting