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 . 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}
}