
arXiv: 2405.05366
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.
35B06, 46E05, 47D06, 47D07, 47D09, skew Brownian motion, Probability (math.PR), complemented spaces, FOS: Mathematics, projection, Brownian motion, invariant subspaces, Mathematics - Probability
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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