Diffusions as a limit of stretched Brownian motions

DOI10.1016/0001-8708(83)90070-1zbMath0542.60079OpenAlexW2092817862MaRDI QIDQ795410

James K. Brooks, R. V. Chacon

Publication date: 1983

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(83)90070-1

zbMATH Keywords

skew Brownian motionstretched Brownian motionsweak limits of certain random walks

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

Advection-dispersion across interfaces ⋮ Limit behavior of symmetric random walks with a membrane ⋮ Weak convergence of diffusions, their speed measures and time changes

Cites Work

• Weak convergence of diffusions, their speed measures and time changes
• On skew Brownian motion
• Limit theorems for random walks, birth and death processes, and diffusion processes
• On the Random Walk and Brownian Motion
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