Title of article
Weak convergence of censored and reflected stable processes
Author/Authors
Kim، نويسنده , , Panki Kim ?، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
23
From page
1792
To page
1814
Abstract
It is shown that if a sequence of open n -sets D k increases to an open n -set D then reflected stable processes in D k converge weakly to the reflected stable process in D for every starting point x in D . The same result holds for censored α -stable processes for every x in D if D and D k satisfy the uniform Hardy inequality. Using the method in the proof of the above results, we also prove the weak convergence of reflected Brownian motions in unbounded domains.
Keywords
weak convergence , Censored stable process , Reflected ? -stable process , Censored ? -stable process , Reflected stable process , Mosco convergence , Reflecting Brownian motion , Reflected Brownian motion
Journal title
Stochastic Processes and their Applications
Serial Year
2006
Journal title
Stochastic Processes and their Applications
Record number
1577836
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