We consider one-dimensional stochastic equations involving local times of unknown processes. We interpret these equations as diffusion in layered media with semi-permeable barriers and we study the limit behavior of solutions as barriers compress in one barrier. Conditions for convergence in law and limit equation are obtained.
The paper deals with an integral functional on a stationary random mixing field and on a solution of the stochastic equation which depend on a small parameter. The type of the functional is conditioned by the probabilistic representation of solutions of the Cauchy problem and the first boundaryvalue problem for a linear second-order parabolic equation in a nondivergent form with unbounded quick random oscillations of the zero-order term of the derivative. The central limit theorem of convergence of the functional is proved.
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