Weak Limits of Stopped Diffusions

DOI10.2307/2000036zbMath0591.60040OpenAlexW4250727886MaRDI QIDQ3719566

R. V. Chacon, Naresh C. Jain, J. R. Baxter

Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2000036

zbMATH Keywords

Dirichlet boundary conditionshomogenization problemweak limit of stopping times

Mathematics Subject Classification ID

Heat equation (35K05) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (5)

A limiting result for the structure of collisions between many independent diffusions ⋮ Random relaxed Dirichlet problems ⋮ Stopping time convergence for processes associated with Dirichlet forms ⋮ Comparison of potential theoretic properties of rough domains ⋮ Traps for reflected Brownian motion

Cites Work

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• Potential and scattering theory on wildly perturbed domains
• Compactness of stopping times
• Enlargement of σ-Algebras and Compactness of Time Changes

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