From snapping out Brownian motions to Walsh's spider processes on star-like graphs
| Autor: | Bobrowski, Adam, Ratajczyk, Elżbieta |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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 $K_{1,k}$. Thus, the latter process can be seen as a Brownian motion perturbed by a trace of semi-permeable membrane at the graph's center. |
| Databáze: | arXiv |
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