How do I implement the NetScaler GSLB feature called connection proxy on a BIG-IP?

Hi;

For site persistence, Citrix NetScaler can use a feature called connection proxy. So if the client LDNS changes and the http/https request goes to a different site, that site can forward the connection to the original site's VIP. The site will do this forwarding as it sees a "site cookie" in the http/https request.

My question is how do I implement this with BIG-IP in the simplest possible way.

Kindly Wasfi