Reflection and coalescence between independent one-dimensional Brownian paths
Work
Year: 2000
Type: article
Abstract: Take two independent one-dimensional processes as follows: (Bt,t∈[0,1]) is a Brownian motion with B0=0, and (βt,t∈[0,1]) has the same law as (B1−t,t∈[0,1]); in other words, β1=0 and β can be seen as B... more
Cites: 7
Cited by: 81
Related to: 10
FWCI: 2.571
Citation percentile (by year/subfield): 93.88
Subfield: Finance
Domain: Social Sciences
Open Access status: green