Weak convergence of censored and reflected stable processes

DOI10.1016/j.spa.2006.04.006zbMath1105.60007OpenAlexW2011504933MaRDI QIDQ860700

Panki Kim

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.04.006

zbMATH Keywords

Mosco convergencereflected Brownian motioncensored stable processcensored \(\alpha\)-stable processreflected \(\alpha\)-stable process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Convergence of probability measures (60B10) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

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The best constant in a fractional Hardy inequality ⋮ Markov chain approximation of pure jump processes ⋮ On Neumann type problems for nonlocal equations set in a half space ⋮ Markov processes with darning and their approximations ⋮ Dirichlet forms and polymer models based on stable processes ⋮ Discrete approximation of symmetric jump processes on metric measure spaces ⋮ Markov chain approximations for one dimensional diffusions ⋮ Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians ⋮ Mosco type convergence of bilinear forms and weak convergence of \(n\)-particle systems ⋮ Approximation of jump processes on fractals ⋮ Convergence of nonlocal diffusion models on lattices

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