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Approximation of skew Brownian motion by snapping‐out Brownian motions.

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Title: Approximation of skew Brownian motion by snapping‐out Brownian motions.
Authors: Bobrowski, Adam1 (AUTHOR), Ratajczyk, Elżbieta1 (AUTHOR) e.ratajczyk@pollub.pl
Source: Mathematische Nachrichten. Mar2025, Vol. 298 Issue 3, p829-848. 20p.
Database: Academic Search Ultimate
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ISSN:0025584X
DOI:10.1002/mana.202400179