Weak Limits of Stopped Diffusions

DOI10.2307/2000036MaRDI QIDQ3719566zbMATH OpenOpenAlexFDO

Authors R. Chacón, Naresh C. Jain, J. R. Baxter

Publication date 1986

Full work available at URL https://doi.org/10.2307/2000036

zbMATH Keywords

Dirichlet boundary conditionshomogenization problemweak limit of stopping times

Mathematics Subject Classification ID

Heat equation (35K05) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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Cites work

• Compactness of stopping times
• Enlargement of σ-Algebras and Compactness of Time Changes
• scientific article; zbMATH DE number 3875656 (Why is no real title available?)
• scientific article; zbMATH DE number 3763007 (Why is no real title available?)
• scientific article; zbMATH DE number 3782119 (Why is no real title available?)
• Potential and scattering theory on wildly perturbed domains

Cited in

(8)

• A limiting result for the structure of collisions between many independent diffusions
• Random relaxed Dirichlet problems
• Stopping time convergence for processes associated with Dirichlet forms
• Asymptotic capacities for finely divided bodies and stopped diffusions
• Traps for reflected Brownian motion
• Comparison of potential theoretic properties of rough domains
• scientific article; zbMATH DE number 5049841 (Why is no real title available?)
• Weak limits of empirical measures for a family of diffusion processes

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