Weak convergence of reflecting Brownian motions
type: Item
instance of: scholarly article
title: Weak convergence of reflecting Brownian motions
zbMATH Open document ID: 0901.60052
author: K. Burdzy
author: Zhen-Qing Chen
published in: Electronic Communications in Probability
publication date: 1998-07-05T00:00:00Z
full work available at URL: https://eudml.org/doc/119626
full work available at URL: paper4.abs.html
review text: It is not easy to get a reflected Brownian motion on the closure of an arbitrary bounded open domain \(D\). This note gives a simple proof of the following facts: If \(D_k\) is an increasing sequence of domains with continuous boundaries and with limit \(D\), then the reflected Brownian motion on \(\overline D\) is the weak limit of the reflected Brownian motions on \(\overline D_k\). The paper ends with a discussion on the known results about the construction of reflected Brownian motions on more general domains.
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1171022
zbMATH Keywords: reflected Brownian motion
reviewed by: Dominique Lépingle
MaRDI profile type: Publication
DOI: 10.1214/ECP.V3-990
description: scientific article; zbMATH DE number 1171022