Approximation of skew Brownian motion by snapping-out Brownian motions
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Publication:6533929
arXiv2405.05366MaRDI QIDQ6533929FDOQ6533929
Authors: Adam Bobrowski, Elzbieta Ratajczyk 
Markov semigroups and applications to diffusion processes (47D07) Symmetries, invariants, etc. in context of PDEs (35B06) One-parameter semigroups and linear evolution equations (47D06) Operator sine and cosine functions and higher-order Cauchy problems (47D09) Lattices of continuous, differentiable or analytic functions (46E05)
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