Weak convergence of censored and reflected stable processes
It is shown that if a sequence of open n-sets Dk increases to an open n-set D then reflected stable processes in Dk converge weakly to the reflected stable process in D for every starting point x in D. The same result holds for censored [alpha]-stable processes for every x in D if D and Dk satisfy the uniform Hardy inequality. Using the method in the proof of the above results, we also prove the weak convergence of reflected Brownian motions in unbounded domains.
Year of publication: |
2006
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Authors: | Kim, Panki |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 116.2006, 12, p. 1792-1814
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Publisher: |
Elsevier |
Keywords: | Weak convergence Censored stable process Reflected [alpha]-stable process Censored [alpha]-stable process Reflected stable process Reflected Brownian motion Reflecting Brownian motion Mosco convergence |
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