Approximation of skew Brownian motion by snapping-out Brownian motions

被引：0

作者：

Bobrowski, Adam ^{[1
]}

Ratajczyk, Elzbieta ^{[1
]}

机构：

[1] Lublin Univ Technol, Dept Math, Nadbystrzycka 38a, PL-20618 Lublin, Poland

来源：

MATHEMATISCHE NACHRICHTEN | 2025年 / 298卷 / 03期

关键词：

complemented spaces; invariant subspaces; projection; skew and snapping-out Brownian motion; transmission conditions; KINETIC-EQUATION; DIFFUSION LIMIT; MODEL;

D O I：

10.1002/mana.202400179

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：829 / 848

页数：20

共 47 条

[1] Accurate particle-based simulation of adsorption, desorption and partial transmission [J].