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Bibliographic Details
Main Authors: Bobrowski, Adam, Ratajczyk, Elżbieta
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.05366
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Table of 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.