Wiki
Wiki
Courses and public working groups
Courses and public working groups
Private Working Groups
Private Working Groups
- New!!! Reading Group
- Theatre
- Admin
- Research
- Teaching
Sidebar
world:exobrownian
The reflection principle
Exercise Let be a standard Brownian motion and denote . Then
Let be the first time that the Brownian motion crosses the threshold . Note that since is a standard brownian motion and from this, we can show that for the almost surely finite stopping time , then is a standard brownian motion. Finally, which concludes the proof.
world/exobrownian.txt · Last modified: 2022/03/16 07:40 (external edit)
