Approximation of skew Brownian motion by snapping-out Brownian motions

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 particular, convergence of the related semigroups, cosine families and projections is discussed.

arXiv admin note: text overlap with arXiv:2303.10041