most citedOn pairs of complementary transmission conditions and on approximation of skew Brownian motion by snapping-out Brownian motions

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math.PR2023★ 1 cited

On pairs of complementary transmission conditions and on approximation of skew Brownian motion by snapping-out Brownian motions

Adam Bobrowski, Elżbieta Ratajczyk

Following our previous work on `perpendicular' boundary conditions, we show that transmission conditions \[ f'(0-)=α(f(0+)-f(0-)), \quad f'(0+)=β(f(0+)-f(0-)),\] describing so-call…