A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
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Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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Laurent Serlet (2000)
Séminaire de probabilités de Strasbourg
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Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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S. James Taylor (2006)
Banach Center Publications
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Brownian motion is the most studied of all stochastic processes; it is also the basis for stochastic analysis developed in the second half of the 20th century. The fine properties of the sample path of a Brownian motion have been carefully studied, starting with the fundamental work of Paul Lévy who also considered more general processes with independent increments and extended the Brownian motion results to this class. Lévy showed that a Brownian path in d (d ≥ 2) dimensions had zero...
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
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Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Buffet, Emannuel (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Lawler, Gregory F. (1998)
Mathematical Physics Electronic Journal [electronic only]
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