For a Brownian Motion $W_t$ and $M_t=\sup_{s<t} W_s$, we know $M_t-W_t$ is a reflected Brownian Motion. For a reflected Brownian motion $X_t=|W_t|$ and the running maximum $M'_t=\sup_{s<t} X_s$, what is the distribution of $M'_t-X_t$? Is it a reflected Brownian Motion?
2026-04-12 12:35:59.1775997359
Difference of Running Maximum of a Reflected Brownian Motion and the Reflected Brownian Motion
285 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in BROWNIAN-MOTION
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