Brownian web is what we now call the Brownian web. Formally speaking, it is a collection of one-dimensional coalescing Brownian motions starting from every space-time point in formula_1. The fact that the Brownian web consists of an "uncountable" number of Brownian motions is what makes the construction highly non-trivial. Arratia gave a construction but was unable to prove convergence of coalescing random walks to a limiting object and characterize such a limiting object. Tóth and Werner in their study of the true self-repelling motion obtained many detailed properties of this limiting object and its dual but did not prove convergence of coalescing
Reflected Brownian motion all "t" ≥ 0, (with Φ the cumulative distribution function of the normal distribution) which yields (for "μ" < 0) when taking t → ∞ an exponential distribution For fixed "t", the distribution of "Z(t)" coincides with the distribution of the running maximum "M(t)" of the Brownian motion, But be aware that the distributions of the processes as a whole are very different. In particular, "M(t)" is increasing in "t", which is not the case for "Z(t)". The heat kernel for reflected Brownian motion at formula_9: formula_10 For the plane above formula_11 The stationary distribution of a reflected Brownian motion