On Brownian motion on the plane with membranes on rays with a common endpoint

DOI10.1515/ROSE.2009.010zbMATH Open1224.60210arXiv0902.0067OpenAlexW2963729492MaRDI QIDQ3077693FDOQ3077693

Authors: Olga Aryasova, Andrey Yu. Pilipenko 

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Abstract: We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the probability of hitting the origin is equal to zero or one.

Full work available at URL: https://arxiv.org/abs/0902.0067

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zbMATH Keywords

skew Brownian motionsingular SDE

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• On skew Brownian motion
• Brownian motion in a wedge with oblique reflection

Cited In (5)

• Title not available (Why is that?)
• On a Brownian motion with a hard membrane
• On simultaneous hitting of membranes by two skew Brownian motions
• On a multidimensional Brownian motion with a membrane located on a given hyperplane
• On Reflected Diffusions in Cones and Cylinders

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