arXiv Open Access 2024

Approximation of skew Brownian motion by snapping-out Brownian motions

Adam Bobrowski Elżbieta Ratajczyk

Lihat Sumber

Abstrak

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular, convergence of the related semigroups, cosine families and projections is discussed.

Topik & Kata Kunci

math.PR

Penulis (2)

Adam Bobrowski

Elżbieta Ratajczyk

Format Sitasi

APA MLA BibTeX

Bobrowski, A., Ratajczyk, E. (2024). Approximation of skew Brownian motion by snapping-out Brownian motions. https://arxiv.org/abs/2405.05366

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2024
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓