Abstract
We study Brownian motion reflected on an ``independent'' Brownian path. We prove results on the joint distribution of both processes and the support of the parabolic measure in the space-time domain bounded by a Brownian path. We show that there exist two different natural local times for a Brownian path reflected on a Brownian path.
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Received: 25 October 2000 / Revised version: 30 March 2001 / Published online: 20 December 2002
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Burdzy, K., Nualart, D. Brownian motion reflected on Brownian motion. Probab Theory Relat Fields 122, 471–493 (2002). https://doi.org/10.1007/s004400100165
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DOI: https://doi.org/10.1007/s004400100165