Weak Convergence of Reflected Brownian Motions

Krzysztof Burdzy (University of Washington)
Zhen-Qing Chen (Cornell University)

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.

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Pages: 29-33

Publication Date: May 23, 1998

DOI: 10.1214/ECP.v3-990

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