Approximation of skew Brownian motion by snapping-out Brownian motions
Probability
2024-05-10 v1
Abstract
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.
Keywords
Cite
@article{arxiv.2405.05366,
title = {Approximation of skew Brownian motion by snapping-out Brownian motions},
author = {Adam Bobrowski and Elżbieta Ratajczyk},
journal= {arXiv preprint arXiv:2405.05366},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:2303.10041