  We consider in this paper subdiffusion in a system with a thin membrane. The
subdiffusion parameters are the same in both parts of the system separated by
the membrane. Using the random walk model with discrete time and space
variables the probabilities (Green's functions) $P(x,t)$ describing a
particle's random walk are found. The membrane, which can be asymmetrical, is
characterized by the two probabilities of stopping a random walker by the
membrane when it tries to pass through the membrane in both opposite
directions. Green's functions are transformed to the system in which the
variables are continuous, and then the membrane permeability coefficients are
given by special formulae which involve the probabilities mentioned above. From
the obtained Green's functions, we derive boundary conditions at the membrane.
One of the conditions demands the continuity of a flux at the membrane but the
other one is rather unexpected and contains the Riemann--Liouville fractional
time derivative $P(x_N^-,t)=\lambda_1 P(x_N^+,t)+\lambda_2 \partial^{\alpha/2}
P(x_N^+,t)/\partial t^{\alpha/2}$, where $\lambda_1$, $\lambda_2$ depending on
membrane permeability coefficients ($\lambda_1=1$ for a symmetrical membrane),
$\alpha$ is a subdiffusion parameter and $x_N$ is the position of the membrane.
This boundary condition shows that the additional `memory effect', represented
by the fractional derivative, is created by the membrane. This effect is also
created by the membrane for a normal diffusion case in which $\alpha=1$.
