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

## You are here

# Reflected diffusions with local time-dependent noise

Clayton Barnes (Université de Neuchâtel)

Monday, January 14, 2019 - 2:30pm to 3:30pm

DEM 126