Discrete approximations to reflected Brownian motion

DOI10.1214/009117907000000240zbMath1141.60014arXivmath/0611114OpenAlexW3105314077MaRDI QIDQ2482284

Krzysztof Burdzy, Zhen-Qing Chen

Publication date: 16 April 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611114

zbMATH Keywords

conditioningtightnessmartingaleDirichlet formrandom walkSkorokhod spacereflected Brownian motionkilled Brownian motion

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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