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Sticky Brownian Motion with a Locally Finite Atomic Sticky Measure

Jafarova, L. A.
arXiv (All) · Papers
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probability
We study sticky Brownian motion on $\mathbb{R}$ with a set of sticky points $A$. In contrast to the classical case of a single sticky point, the set $A$ may have a more complicated structure and, in particular, may have accumulation points. The stickiness at the points of $A$ is described by a local
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