On the convergence of 2-dimensional markov chains in quadrants with boundary reflection
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Publication:4892366
DOI10.1080/17442509508833993zbMath0854.60030MaRDI QIDQ4892366
Publication date: 15 September 1996
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509508833993
weak convergence; submartingale problem; two-dimensional wedge; Markov chain with boundary reflection; Brownian motion with oblique reflection
60J60: Diffusion processes
60F17: Functional limit theorems; invariance principles
60J27: Continuous-time Markov processes on discrete state spaces
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