Abstract
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflecting 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 reflecting Brownian motion on the negative half line until some stopping time, etc.
Full Text
Sign-in/Register to access full text options
Published version (Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have