Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion

DOI10.1007/S10959-009-0244-4zbMATH Open1207.60016OpenAlexW2006716106MaRDI QIDQ616263FDOQ616263

Authors: Hirotaka Fushiya 

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0244-4

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zbMATH Keywords

stickyweak convergencelimitreflected random walk

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Sticky Brownian motion as the limit of storage processes
• Sticky Brownian motion as the strong limit of a sequence of random walks

Cited In (5)

• The slow bond random walk and the snapping out Brownian motion
• Sticky reflected diffusion processes. In view of stochastic interface models and on general domains
• A coupling proof of weak convergence
• Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
• A functional limit theorem for coin tossing Markov chains

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