Approximation of skew Brownian motion by snapping-out Brownian motions
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866909196196249600 |
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| author | Bobrowski, Adam Ratajczyk, Elżbieta |
| author_facet | Bobrowski, Adam Ratajczyk, Elżbieta |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_05366 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Approximation of skew Brownian motion by snapping-out Brownian motions Bobrowski, Adam Ratajczyk, Elżbieta Probability 35B06, 46E05, 47D06, 47D07, 47D09 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. |
| title | Approximation of skew Brownian motion by snapping-out Brownian motions |
| topic | Probability 35B06, 46E05, 47D06, 47D07, 47D09 |
| url | https://arxiv.org/abs/2405.05366 |