Reflection and coalescence between independent one-dimensional Brownian paths
A particular case of the results is the following: Let \(B\) be the Brownian motion starting at \(0\) in \([0,1]\) and let \(\beta\) be \(B\) running backwards from \(\beta(1)= 0\). Let \(C\) and \(\gamma\) be processes ``reflected'' (\(B\) in \(\beta\) and \(\beta\) in \(B\)). Then \((C,\beta)\) and \((B,\gamma)\) are identical in law.
scientific article; zbMATH DE number 1525676