Weak convergence of censored and reflected stable processes

DOI10.1016/j.spa.2006.04.006zbMath1105.60007MaRDI 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 convergence; reflected Brownian motion; censored stable process; censored \(\alpha\)-stable process; reflected \(\alpha\)-stable process

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

60B10: Convergence of probability measures

60G52: Stable stochastic processes

60J35: Transition functions, generators and resolvents

Related Items

Mosco type convergence of bilinear forms and weak convergence of \(n\)-particle systems, Approximation of jump processes on fractals, Discrete approximation of symmetric jump processes on metric measure spaces, Convergence of nonlocal diffusion models on lattices, The best constant in a fractional Hardy inequality, On Neumann type problems for nonlocal equations set in a half space

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