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    Weak convergence of reflecting Brownian motions 

    Burdzy, Krzysztof; Chen, Zhen-Qing (Institute of Mathematical Statistics, 1998-05-23)
    We will show that if a sequence of domains D [subscript] k increases to a domain D then the reflected Brownian motions in D [subscript] k's converge to the reflected Brownian motion in D, under mild technical assumptions. Our theorem follows easily from known results and is perhaps known as a "folk law" among the specialists ...

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    Author
    Burdzy, Krzysztof (1)
    Chen, Zhen-Qing (1)
    SubjectHot spots (1)Reflected Brownian motion (1)... View MoreDate Issued
    1998 (1)

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