19.07.2024, 10:15 - 11:30
– 2.28.0.108
SFB-Kolloquium
SFB Colloquium with Edriss Titi
Edriss Titi , University of Cambridge
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.