Abstract: 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.
Recommendations
- Brownian motion in a Hilbert space with diffusion along a translucent membrane on a hyperplane
- Brownian motion in a Hilbert space with a semipermeable membrane on a hyperplane
- Brownian motion in a Euclidean space with a membrane located on a given hyperplane
- On a multidimensional Brownian motion with a membrane located on a given hyperplane
- Publication:4677188
- On a multidimensional Brownian motion with a membrane located on a hyperplane and acting in an oblique direction
- On Brownian motion on the plane with membranes on rays with a common endpoint
- Confined mobility in biomembranes modeled by early stage Brownian motion
- Brownian dynamics of nanoparticles moving near a fluctuating membrane
- On a multidimentional Brownian motion with partly reflecting membrane on a hyperplane
Cites work
- scientific article; zbMATH DE number 3718235 (Why is no real title available?)
- scientific article; zbMATH DE number 3725012 (Why is no real title available?)
- scientific article; zbMATH DE number 3602450 (Why is no real title available?)
- scientific article; zbMATH DE number 3206627 (Why is no real title available?)
- scientific article; zbMATH DE number 3272009 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- An introduction to stochastic differential equations with reflection
- Lorentz process with shrinking holes in a wall
- On the constructions of the skew Brownian motion
- Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
Cited in
(8)- Brownian motion on the figure eight
- Gene flow across geographical barriers -- scaling limits of random walks with obstacles
- scientific article; zbMATH DE number 2169732 (Why is no real title available?)
- Brownian motion in a Hilbert space with a semipermeable membrane on a hyperplane
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
- On a multidimensional Brownian motion with a membrane located on a hyperplane and acting in an oblique direction
- Limit behaviour of random walks on ℤmwith two-sided membrane
- On simultaneous hitting of membranes by two skew Brownian motions
This page was built for publication: On a Brownian motion with a hard membrane
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q274170)
