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Article . 2025 . Peer-reviewed
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Article . 2025
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https://dx.doi.org/10.48550/ar...
Article . 2024
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Approximation of skew Brownian motion by snapping‐out Brownian motions

Approximation of skew Brownian motion by snapping-out Brownian motions
Authors: Adam Bobrowski; Elżbieta Ratajczyk;

Approximation of skew Brownian motion by snapping‐out Brownian motions

Abstract

AbstractWe 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.

Related Organizations
Keywords

35B06, 46E05, 47D06, 47D07, 47D09, skew Brownian motion, Probability (math.PR), complemented spaces, FOS: Mathematics, projection, Brownian motion, invariant subspaces, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Top 10%
Average
Average
Green