Weak Convergence of Obliquely Reflected Diffusions

2015/09/06 by Sarantsev, Andrey
#60H10 #60J65 #FOS: Mathematics #Primary 60J60 #Probability (math.PR) #secondary 60J55

paper · doi:10.48550/arxiv.1509.01778

Abstract

Burdzy and Chen (1998) proved results on weak convergence of multidimensional normally reflected Brownian motions. We generalize their work by considering obliquely reflected diffusion processes. We require weak convergence of domains, which is stronger than convergence in Wijsman topology, but weaker than convergence in Hausdorff topology.

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