Weak convergence of censored and reflected stable processes

Panki Kim

Stochastic Processes and their Applications, 2006, vol. 116, issue 12, 1792-1814

Abstract: 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.

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 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (3)

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