English

From snapping out Brownian motions to Walsh's spider processes on star-like graphs

Probability 2024-06-25 v1

Abstract

By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like graph K1,kK_{1,k}. Thus, the latter process can be seen as a Brownian motion perturbed by a trace of semi-permeable membrane at the graph's center.

Keywords

Cite

@article{arxiv.2406.16800,
  title  = {From snapping out Brownian motions to Walsh's spider processes on star-like graphs},
  author = {Adam Bobrowski and Elżbieta Ratajczyk},
  journal= {arXiv preprint arXiv:2406.16800},
  year   = {2024}
}