Convergence of Brownian motion with a scaled Dirac delta potential (Q2891992)

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scientific article; zbMATH DE number 6047109
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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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    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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