Andrey Pilipenko

A Limit Theorem for Certain Feller Semigroups, and the Distribution of the Local Time for Brownian Motion When it Exits an Interval

Within the framework of the theory of semigroups of operators, we consider a local singular perturbation of a one-dimensional Laplace operator. The Feller semigroups we study describe Brownian motions on an interval with killing that is more and more concentrated around a chosen...