A Direct Proof of the Reflection Principle for Brownian Motion
S. J. Dilworth, Duncan Wright
TL;DR
This paper provides a self-contained, rigorous proof of the reflection principle for Brownian motion, a fundamental result in stochastic processes.
Contribution
It offers a new, direct proof of the reflection principle, enhancing understanding and accessibility for researchers and students.
Findings
Validates the reflection principle for Brownian motion
Simplifies the proof process for this fundamental result
Strengthens theoretical foundations of stochastic calculus
Abstract
We present a self-contained proof of the reflection principle for Brownian Motion.
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Taxonomy
TopicsStochastic processes and financial applications