Reflecting random walk in fractal domains

DOI10.1214/12-AOP745zbMath1286.60035arXiv1105.4283OpenAlexW1972907245MaRDI QIDQ359690

Krzysztof Burdzy, Zhen-Qing Chen

Publication date: 22 August 2013

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

Full work available at URL: https://arxiv.org/abs/1105.4283

zbMATH Keywords

weak convergenceSobolev spacetightnessDirichlet formrandom walkSkorokhod spacereflected Brownian motionkilled Brownian motion

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Dirichlet forms (31C25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Markov chain approximations for one dimensional diffusions ⋮ Scaling limits of interacting diffusions in domains ⋮ Quenched invariance principles for random walks and elliptic diffusions in random media with boundary

Cites Work

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• Reflecting Brownian motions and a deletion result for Sobolev spaces of order \((1,2)\)
• Stochastic calculus for symmetric Markov processes
• Discrete approximations to reflected Brownian motion

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