Weak Convergence of Reflected Brownian Motions
نویسندگان
چکیده
منابع مشابه
Weak Convergence of Reflecting Brownian Motions
1. Introduction. We will 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. Our theorem follows easily from known results and is perhaps known as a " folk law " among the specialists but it does not seem to be recorded anywhere in an explicit form. The purp...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 1998
ISSN: 1083-589X
DOI: 10.1214/ecp.v3-990