Approximation of skew Brownian motion by snapping-out Brownian motions
| Autor: | Bobrowski, Adam, Ratajczyk, Elżbieta |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: arXiv admin note: text overlap with arXiv:2303.10041 |
| Databáze: | arXiv |
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