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Perturbing Walsh's spider process by infinitesimal drifts

Adam Bobrowski, Andrey Pilipenko, Elżbieta Ratajczyk

Source record

Source: arXiv

Published: Oct 5, 2026

arXiv: 2610.06030

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Source abstract

We consider Walsh's process on a star graph perturbed by the fact that its paths need to additionally pass through semi-permeable soft membranes, each located on a different edge at a small distance from the center, and each having its own permeability coefficient. We describe the limit processes as the distances converge to 00, in terms of the characteristics of the approximating ones. The main finding is that the limit process is still of Walsh type, but its parameters need to be appropriately modified. The paper is a close companion to A. Bobrowski and A. Pilipenko ``On Portenko's approximation of skew Brownian motion'' (arXiv:2601.20440), and to A. Pilipenko and G. Vilmart, ``Limit theorems for one-dimensional diffusions: reflected, skew, sticky, skew-sticky, and snapping-out limits.''

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Perturbing Walsh's spider process by infinitesimal drifts — Mathematical Frontier Network