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1998 Weak Convergence of Reflected Brownian Motions
Krzysztof Burdzy, Zhen-Qing Chen
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Electron. Commun. Probab. 3: 29-33 (1998). DOI: 10.1214/ECP.v3-990

Abstract

We show that if a sequence of domains $D_k$ increases to a domain $D$ then the reflected Brownian motions in $D_k$'s converge to the reflected Brownian motion in $D$, under mild technical assumptions.

Citation

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Krzysztof Burdzy. Zhen-Qing Chen. "Weak Convergence of Reflected Brownian Motions." Electron. Commun. Probab. 3 29 - 33, 1998. https://doi.org/10.1214/ECP.v3-990

Information

Accepted: 23 May 1998; Published: 1998
First available in Project Euclid: 2 March 2016

zbMATH: 0901.60052
MathSciNet: MR1625707
Digital Object Identifier: 10.1214/ECP.v3-990

Subjects:
Primary: 60J65
Secondary: 60F99

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