Weak convergence of obliquely reflected diffusions

DOI10.1214/17-AIHP843zbMath1401.60152arXiv1509.01778MaRDI QIDQ1621707

Andrey Sarantsev

Publication date: 9 November 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01778

zbMATH Keywords

weak convergenceWijsman convergenceHausdorff convergenceoblique reflectionreflected diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (1)

Penalty method for obliquely reflected diffusions

Cites Work

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