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http://dx.doi.org/10.4134/JKMS.2013.50.3.607

REFLECTION PRINCIPLES FOR GENERAL WIENER FUNCTION SPACES  

Pierce, Ian (Department of Mathematics Statistics, and Computer Science St. Olaf College)
Skoug, David (Department of Mathematics University of Nebraska-Lincoln)
Publication Information
Journal of the Korean Mathematical Society / v.50, no.3, 2013 , pp. 607-625 More about this Journal
Abstract
It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.
Keywords
generalized Wiener space; Yeh-Wiener space; generalized Brownian motion; distribution of supremum;
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