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.