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Brownian reflection principle
ID: brownian-reflection-principle
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Brownian reflection principle
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
Reflecting
a
Brownian path after its
first
hit of
a
level
b
>
0
preserves Wiener
measure
and
maps
an endpoint
x
≤
b
to
2
b
−
x
≥
b
.
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