Reflecting random walk in fractal domains (Q359690)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Reflecting random walk in fractal domains
scientific article

    Statements

    Reflecting random walk in fractal domains (English)
    0 references
    0 references
    0 references
    0 references
    22 August 2013
    0 references
    In this paper, the authors show that a reflecting Brownian motion on any domain can be approximated by a sequence of discrete-time (Theorem 3.6), as well as continuous-time (Theorem 4.2), random walks if the state spaces \(D_k\) for the random walks are constructed in a different (from the recent paper of the same authors) ``natural'' way. And the technical essence of the paper is Theorem 2.1 which shows that, in a sense, the Dirichlet form for reflecting Brownian motion can be approximated from below by discrete Dirichlet forms. A precise description of the reflecting Brownian motion on a bounded domain \(D\subset \mathbb{R}^d\), \(d\geq 1\), is given in the introduction.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    reflected Brownian motion
    0 references
    random walk
    0 references
    killed Brownian motion
    0 references
    Sobolev space
    0 references
    Dirichlet form
    0 references
    tightness
    0 references
    weak convergence
    0 references
    Skorokhod space
    0 references
    0 references