Reflecting random walk in fractal domains (Q359690)
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English | Reflecting random walk in fractal domains |
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Reflecting random walk in fractal domains (English)
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22 August 2013
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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.
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reflected Brownian motion
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random walk
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killed Brownian motion
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Sobolev space
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Dirichlet form
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tightness
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weak convergence
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Skorokhod space
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