One-dimensional stochastic equations in layered media with semi-permeable barriers
Sergei Ya. Makhno · Random Operators and Stochastic Equations · 2016
Abstract We consider one-dimensional stochastic equations involving local times of unknown processes. We interpret these equations as diffusion in layered media with semi-permeable barriers and we study the limit behavior of solutions as barriers compress in one barrier. Conditions for convergence in law and limit equation are obtained.