On reflecting brownian motion — a weak convergence approach
Annales de l'I.H.P. Probabilités et statistiques (1990)
- Volume: 26, Issue: 3, page 461-488
- ISSN: 0246-0203
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topWilliams, R. J., and Zheng, W. A.. "On reflecting brownian motion — a weak convergence approach." Annales de l'I.H.P. Probabilités et statistiques 26.3 (1990): 461-488. <http://eudml.org/doc/77390>.
@article{Williams1990,
author = {Williams, R. J., Zheng, W. A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {normal reflection; Skorokhod representation; stationary reflecting Brownian motion; Dirichlet form; semimartingale representation},
language = {eng},
number = {3},
pages = {461-488},
publisher = {Gauthier-Villars},
title = {On reflecting brownian motion — a weak convergence approach},
url = {http://eudml.org/doc/77390},
volume = {26},
year = {1990},
}
TY - JOUR
AU - Williams, R. J.
AU - Zheng, W. A.
TI - On reflecting brownian motion — a weak convergence approach
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 3
SP - 461
EP - 488
LA - eng
KW - normal reflection; Skorokhod representation; stationary reflecting Brownian motion; Dirichlet form; semimartingale representation
UR - http://eudml.org/doc/77390
ER -
References
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