Work

Approximation of skew Brownian motion by snapping‐out Brownian motions

Year: 2025
Type: article
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.
Language: English
Open Access status: green
OpenAlex ID: W4407218546
FWCI: 4.89
Cites: 45
Cited by: 3
Related to: 10