Convergence of Brownian motion with a scaled Dirac delta potential (Q2891992)
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scientific article; zbMATH DE number 6047109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Brownian motion with a scaled Dirac delta potential |
scientific article; zbMATH DE number 6047109 |
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Convergence of Brownian motion with a scaled Dirac delta potential (English)
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18 June 2012
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Dirichlet forms
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limit theorems
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strong Feller property
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Mosco convergence
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Brownian motion
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scaling limits
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absorption
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0.88403213
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0.87523985
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0.8689636
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0.8662751
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0.8634947
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0.85748917
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This is a non-technical survey paper (intended for non-mathematicians or non-specialists) on Dirichlet form techniques for scaling limits. The methods are exemplified using Brownian motion with potentials of the form \(n\delta_0\), \(n\in\mathbb N\), which converge, as \(n\to\infty\), to a Brownian motion with absorption at the origin. The first half of the paper is functional analytic, the second half considers some aspects using stochastic analysis.
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