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 Electronic Communications in Probability > Vol. 3 (1998) > Paper 4 open journal systems 


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.


Full text: PDF

Pages: 29-33

Published on: May 23, 1998
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Electronic Communications in Probability. ISSN: 1083-589X