Approximation of skew Brownian motion by snapping‐out Brownian motions
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DOI: 10.1002/mana.202400179
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… read more here.
Keywords: skew brownian; snapping brownian; brownian motions; brownian motion ... See more keywords