Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866910905862717440 |
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| author | Hino, Masanori Maki, Arata Matsuura, Kouhei |
| author_facet | Hino, Masanori Maki, Arata Matsuura, Kouhei |
| contents | In this paper, we study discrete approximation of reflected Brownian motions on domains in Euclidean space. Our approximation is given by a sequence of Markov chains on partitions of the domain, where we allow uneven or random partitions. We provide sufficient conditions for the weak convergence of the Markov chains. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_08340 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains Hino, Masanori Maki, Arata Matsuura, Kouhei Probability 60F17, 60J27, 60J60 In this paper, we study discrete approximation of reflected Brownian motions on domains in Euclidean space. Our approximation is given by a sequence of Markov chains on partitions of the domain, where we allow uneven or random partitions. We provide sufficient conditions for the weak convergence of the Markov chains. |
| title | Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains |
| topic | Probability 60F17, 60J27, 60J60 |
| url | https://arxiv.org/abs/2310.08340 |