The slow bond random walk and the snapping out Brownian motion
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Publication:2240810
DOI10.1214/20-AAP1584zbMath1476.60048arXiv1905.08084OpenAlexW3138276669MaRDI QIDQ2240810
Diogo S. da Silva, Dirk Erhard, Tertuliano Franco
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.08084
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)
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