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A Direct Proof of the Reflection Principle for Brownian Motion - MaRDI portal

A Direct Proof of the Reflection Principle for Brownian Motion

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Publication:5271621

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zbMath1374.60159arXiv1810.01783MaRDI QIDQ5271621

Duncan Wright, Stephen Dilworth

Publication date: 11 July 2017

Full work available at URL: https://arxiv.org/abs/1810.01783

zbMATH Keywords

Brownian motion stopping times reflection principle

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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