Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains
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.
Authors
- Kouhei Matsuura
- Masanori Hino (ORCID: https://orcid.org/0009-0004-8835-7115)
- Arata Maki
Institutions
- University of Tsukuba (JP)
- Kyoto University (JP)
- Ichinomiya Kenshin College (JP)
Publication Details
- Journal
- Transactions of the American Mathematical Society
- Published
- 2025-06-06
- DOI
- https://doi.org/10.1090/tran/9484
- Primary Topic
- Mathematical Dynamics and Fractals
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Japan Society for the Promotion of Science