In this talk, we consider a one-dimensional diffusion reflecting above zero whose noise is a function of its reflection local time. When the noise function decreases and attains zero there are cases where the noise disappears at an almost
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Reflected diffusions with local time-dependent noise
Clayton Barnes (Université de Neuchâtel)
Monday, January 14, 2019 - 2:30pm to 3:30pm
DEM 126