May 8, 2024Open Access

Approximation of skew Brownian motion by snapping-out Brownian motions

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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.

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Bobrowski et al. (Wed,) studied this question.

synapsesocial.com/papers/68e6b14fb6db64358763340f https://doi.org/https://doi.org/10.48550/arxiv.2405.05366

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