Discrete approximation to Brownian motion with varying dimension in unbounded domains
Author:
Affiliation:
1. Loyola University Chicago, United States of America
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference12 articles.
1. Barlow, M. T.: Random walks and heat kernels on graphs. Cambridge University Press, 2017.
2. Bovier, A.: Markov Processes. Available at https://wt.iam.uni-bonn.de/fileadmin/WT/Inhalt/people/Anton_Bovier/markov-processes/200910_WS/wt3-bonn.pdf.
3. Burdzy K. and Chen, Z.-Q.: Discrete approxmations to reflected Brownian motion. Ann. Probab. 36 (2008), 698–727. MR2393994
4. Carlen, E. A., Kusuoka, S., and Stroock, D. W.: Upper bounds for symmetric Markov transition functions, Ann. Inst. H. Poincaré. Probab. Statist. 23 (1987) 245–287. MR 898496
5. Chen, Z.-Q. and Fukushima, M: Symmetric Markov Processes, Time Change and Boundary Theory. Princeton University Press, 2011.
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