• 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