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
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
Journal title :
Stochastic Processes and their Applications