{
  "id": "0711.0631",
  "version": "v1",
  "published": "2007-11-05T13:16:28.000Z",
  "updated": "2007-11-05T13:16:28.000Z",
  "title": "Skorohod-reflection of Brownian Paths and BES^3",
  "authors": [
    "Balint Toth",
    "Balint Veto"
  ],
  "comment": "7 pages, no figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "Let B(t), X(t) and Y(t) be independent standard 1d Borwnian motions. Define X^+(t) and Y^-(t) as the trajectories of the processes X(t) and Y(t) pushed upwards and, respectively, downwards by B(t), according to Skorohod-reflection. In a recent paper, Jon Warren proves inter alia that Z(t):= X^+(t)-Y^-(t) is a three-dimensional Bessel-process. In this note, we present an alternative, elementary proof of this fact.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-11-05T13:16:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65"
    ],
    "keywords": [
      "brownian paths",
      "skorohod-reflection",
      "independent standard 1d borwnian motions",
      "elementary proof",
      "three-dimensional bessel-process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 7,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.0631T"
    }
  }
}