  Let B(t), X(t) and Y(t) be independent standard 1d Borwnian motions. Define
X^+(t) and Y^-(t) as the trajectories of the processes X(t) and Y(t) pushed
upwards and, respectively, downwards by B(t), according to Skorohod-reflection.
In a recent paper, Jon Warren proves inter alia that Z(t):= X^+(t)-Y^-(t) is a
three-dimensional Bessel-process. In this note, we present an alternative,
elementary proof of this fact.

Probability