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Weak convergence of reflecting Brownian motions

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Publication:1389785
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DOI10.1214/ECP.v3-990zbMath0901.60052MaRDI QIDQ1389785

Krzysztof Burdzy, Zhen-Qing Chen

Publication date: 5 July 1998

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119626


zbMATH Keywords

reflected Brownian motion


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items

The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Weak convergence of obliquely reflected diffusions ⋮ Weak convergence of censored and reflected stable processes ⋮ Discrete approximation of symmetric jump processes on metric measure spaces ⋮ Archimedes' principle for Brownian liquid ⋮ Stability and approximations of eigenvalues and eigenfunctions for the Neumann Laplacian. II ⋮ Skew Brownian diffusions across Koch interfaces ⋮ Discrete approximations to reflected Brownian motion ⋮ Lower bounds for Dirichlet Laplacians and uncertainty principles ⋮ Quenched and averaged tails of the heat kernel of the two-dimensional uniform spanning tree ⋮ On Neumann eigenfunctions in lip domains ⋮ Traps for reflected Brownian motion ⋮ Rubber bands, pursuit games and shy couplings



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