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On a Brownian motion with a hard membrane

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 نشر من قبل Andrey Pilipenko
 تاريخ النشر 2015
  مجال البحث
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Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as 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.



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