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math.PR2024
A kinetic model approximation of Walsh's spider process on the infinite star-like graph
Adam Bobrowski, Elżbieta Ratajczyk
We consider processes of deterministic motions on copies of the star-like graph with edges which are perturbed by two stochastic mechanisms: one caused by in…
math.PR2024
From snapping out Brownian motions to Walsh's spider processes on star-like graphs
Adam Bobrowski, Elżbieta Ratajczyk
By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like…
math.PR2024
Approximation of skew Brownian motion by snapping-out Brownian motions
Adam Bobrowski, Elżbieta Ratajczyk
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 proces…