Reflecting random walk in fractal domains (Q359690)

From MaRDI portal





scientific article; zbMATH DE number 6200782
Language Label Description Also known as
English
Reflecting random walk in fractal domains
scientific article; zbMATH DE number 6200782

    Statements

    Reflecting random walk in fractal domains (English)
    0 references
    0 references
    0 references
    22 August 2013
    0 references
    In this paper, the authors show that a reflecting Brownian motion on any domain can be approximated by a sequence of discrete-time (Theorem 3.6), as well as continuous-time (Theorem 4.2), random walks if the state spaces \(D_k\) for the random walks are constructed in a different (from the recent paper of the same authors) ``natural'' way. And the technical essence of the paper is Theorem 2.1 which shows that, in a sense, the Dirichlet form for reflecting Brownian motion can be approximated from below by discrete Dirichlet forms. A precise description of the reflecting Brownian motion on a bounded domain \(D\subset \mathbb{R}^d\), \(d\geq 1\), is given in the introduction.
    0 references
    reflected Brownian motion
    0 references
    random walk
    0 references
    killed Brownian motion
    0 references
    Sobolev space
    0 references
    Dirichlet form
    0 references
    tightness
    0 references
    weak convergence
    0 references
    Skorokhod space
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references