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Weak Convergence of Reflected Brownian Motions


 
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1. Title Title of document Weak Convergence of Reflected Brownian Motions
 
2. Creator Author's name, affiliation, country Krzysztof Burdzy; University of Washington
 
2. Creator Author's name, affiliation, country Zhen-Qing Chen; Cornell University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) reflected Brownian motion, weak convergence.
 
3. Subject Subject classification 60J65, 60F99.
 
4. Description Abstract We show that if a sequence of domains $D_k$ increases to a domain $D$ then the reflected Brownian motions in $D_k$'s converge to the reflected Brownian motion in $D$, under mild technical assumptions.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1998-05-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/990
 
10. Identifier Digital Object Identifier 10.1214/ECP.v3-990
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 3
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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