In this Chapter, we study more properties of the process
which played a central role in the preceding Chapter 8. One of the main aims of the present Chapter is to give a clear proof of the identity in law between the pairs (8.14) and (8.16), that is:
(recall that (τ μ t , t ≥ 0) is the inverse of the local time (ℓ μ t , t ≥ 0) at 0 for the process X.)
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© 2008 Springer-Verlag Berlin Heidelberg
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(2008). Further results about reflecting Brownian motion perturbed by its local time at 0. In: Aspects of Brownian Motion. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-49966-4_9
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DOI: https://doi.org/10.1007/978-3-540-49966-4_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-22347-4
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