Timeline for How to understand the transition density of reflected Brownian motion
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Aug 16, 2021 at 14:17 | comment | added | Kurt G. | Because $p(t;x,y)=\frac{1}{\sqrt{2\pi t}}\exp[-\frac{(y-x)^2}{2t}]$ the equation I wrote is (19). Secondly, the unreflected BM is $x_t$ and the reflected one is $|x_t|\,.$ | |
| Aug 16, 2021 at 14:02 | vote | accept | Ailiy Evan | ||
| Aug 16, 2021 at 13:57 | comment | added | Ailiy Evan | In fact, your answer for the second question is not clear. Why you see (19), you can conncet with $|B_t|$? How two explain (19)? | |
| Aug 16, 2021 at 12:02 | review | First posts | |||
| Aug 16, 2021 at 14:44 | |||||
| Aug 16, 2021 at 11:56 | history | answered | Kurt G. | CC BY-SA 4.0 |