In this paper we introduce a concept of a Brownian trajectory local reflection. Ideologically, this concept is close to the concept of the Brownian local time, which can be considered as the integrated (over time) Dirac delta function of a Brownian trajectory. In the concept of the local reflection, we replace the Dirac delta function by its first derivative.
CITATION STYLE
Ibragimov, I. A., Smorodina, N. V., & Faddeev, M. M. (2021). Local Time and Local Reflection of the Wiener Process. In Springer Proceedings in Mathematics and Statistics (Vol. 358, pp. 233–242). Springer. https://doi.org/10.1007/978-3-030-76829-4_12
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