Study of a Brownian impulse

This paper is concerned with the simulation of a a-dimensional stochastic d ifferential equation motivated by some physical phenomena of fluid mechanic s. The drift and diffusion coefficients of the equation admitting local sin gularities, we are led to study a particular term of strong perturbation de noted by "Brownian impulse." Our suggestion for the simulation is to replac e the singularity by a jump on which our study therefore focuses.