On a Brownian motion with a hard membrane
04.12.2015, 10:15-11:45
– Golm, Haus 9, Raum 1.10
Forschungsseminar Wahrscheinlichkeitstheorie
Andrey Pilipenko (Kyiv)
Local perturbations of a Brownian motion are considered. As a limit we
obtain a non-Markov process that behaves like a reflected Brownian
motion on the positive half line until its local time at zero reaches
some exponential level, then changes a sign and behaves as a reflected
Brownian motion on the negative half line until some stopping time, etc.