Abstract
A particle starts at time t = 0 at -1 ≤ l < 0, moving at speed +1 until it hits l = 0; at that moment, it begins a reflecting Brownian motion on [0, + ∞), stopping at the passage time m1 to l = 1, waiting at that place for an exponential holding time e with mean and jumping at time m1 + e to the point ∞.
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© 1996 Springer-Verlag Berlin Heidelberg
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Itô, K., McKean, H.P. (1996). Generators. In: Diffusion Processes and their Sample Paths. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-62025-6_5
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DOI: https://doi.org/10.1007/978-3-642-62025-6_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60629-1
Online ISBN: 978-3-642-62025-6
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