Weak Convergence of Obliquely Reflected Diffusions
Probability
2017-06-19 v6
Abstract
Burdzy and Chen (1998) proved results on weak convergence of multidimensional normally reflected Brownian motions. We generalize their work by considering obliquely reflected diffusion processes. We require weak convergence of domains, which is stronger than convergence in Wijsman topology, but weaker than convergence in Hausdorff topology.
Keywords
Cite
@article{arxiv.1509.01778,
title = {Weak Convergence of Obliquely Reflected Diffusions},
author = {Andrey Sarantsev},
journal= {arXiv preprint arXiv:1509.01778},
year = {2017}
}
Comments
23 pages. Keywords: Reflected diffusions, oblique reflection, Hausdorff convergence, Wijsman convergence, weak convergence