Abstract
Reflection of a path is a perturbation that is sufficiently powerful to substantially change many properties of a stochastic process and yet sufficiently structured to be amenable to rigorous analysis. There seems to be no well-defined theory of reflected processes in the same sense as there is no well-defined theory of Brownian motion. Instead, the basic idea has a number of incarnations and generates many interesting questions. These notes contain a review of some directions of research concerned with reflected paths.
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Burdzy, K. (2015). Reflections on Reflections. In: Dalang, R., Dozzi, M., Flandoli, F., Russo, F. (eds) Stochastic Analysis: A Series of Lectures. Progress in Probability, vol 68. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0909-2_7
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DOI: https://doi.org/10.1007/978-3-0348-0909-2_7
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-0908-5
Online ISBN: 978-3-0348-0909-2
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