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Principle Seminar of the Department of Probability Theory, Moscow State University
November 26, 2008 16:45, Moscow, MSU, auditorium 16-24
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On Brownian motion with membranes
A. Yu. Pilipenko |
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Abstract:
We construct 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 in terms of permeability coefficients and angles between rays. In particular, the probability of hitting the origin is equal to zero or one if coefficients of permeability are not equal to 1.
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