If the path of a Brownian Motion reaches a value 'a' at time t=s, the reflected Brownian Motion 2a - W(t) from that point and so on, has the exact probability of occurring as the original process. This is known as the Reflection Principle and we can observe it below:
If you liked what you just saw, it would be really helpful to subscribe to the mailing list below. You will not get spammed that's a promise! You will get updates for the newest blog posts and visualizations from time to time.