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Weak convergence of censored and reflected stable processes
Authors:Panki Kim
Institution:Department of Mathematics, Seoul National University, Seoul 151-742, Republic of Korea
Abstract:It is shown that if a sequence of open nn-sets DkDk increases to an open nn-set DD then reflected stable processes in DkDk converge weakly to the reflected stable process in DD for every starting point xx in DD. The same result holds for censored αα-stable processes for every xx in DD if DD and DkDk 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:primary  60B10  60J25  secondary  60J35  60G52  46E35
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