A Direct Proof of the Reflection Principle for Brownian Motion
Probability
2018-10-04 v1 Classical Analysis and ODEs
Abstract
We present a self-contained proof of the reflection principle for Brownian Motion.
Cite
@article{arxiv.1810.01783,
title = {A Direct Proof of the Reflection Principle for Brownian Motion},
author = {S. J. Dilworth and Duncan Wright},
journal= {arXiv preprint arXiv:1810.01783},
year = {2018}
}