Discrete approximations to local times for reflected diffusions

DOI10.1214/16-ECP4694zbMath1336.60068arXiv1410.3585MaRDI QIDQ287796

Wai-Tong Louis Fan

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3585

zbMATH Keywords

heat kernellocal timerandom walkreflected diffusionRobin boundary problem

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Functional limit theorems; invariance principles (60F17) Discrete approximations in optimal control (49M25) Local time and additive functionals (60J55) Second-order parabolic equations (35K10)

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