Discrete approximation to Brownian motion with darning

MaRDI QIDQ6195967zbMATH OpenFDO

Authors Shuwen Lou

Publication date 14 March 2024

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.12764, https://projecteuclid.org/journals/osaka-journal-of-mathematics/volume-61/issue-1/Discrete-approximation-to-Brownian-motion-with-darning/5731ojm.full

Mathematics Subject Classification ID

Dirichlet forms (31C25) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Brownian motion (60J65)

Abstract: Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In this paper we show that starting from a single point in its state space, BMD is the weak limit of a family of continuous-time simple random walks on square lattices with diminishing mesh sizes. From any vertex in their state spaces, the approximating random walks jump to its nearest neighbors with equal probability after an exponential holding time.

Recommendations

• Discrete approximation to Brownian motion with varying dimension in bounded domains
• Discrete approximation to Brownian motion with varying dimension in unbounded domains
• Reflecting random walk in fractal domains
• Random Matrices and Brownian Motion
• Markov processes with darning and their approximations

Cites work

• Brownian motion on some spaces with varying dimension
• Discrete approximation to Brownian motion with varying dimension in unbounded domains
• Discrete approximations to reflected Brownian motion
• From Brownian motion to Schrödinger's equation
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• Markov chain approximations to symmetric diffusions
• Random walks and heat kernels on graphs
• Upper bounds for symmetric Markov transition functions

This page was built for publication: Discrete approximation to Brownian motion with darning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6195967)