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On convergence to obliquely reflected Brownian motion in the quarter plane

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  • UserRami Atar (Technion - Israel Institute of Technology)
  • ClockMonday 05 August 2024, 10:00-11:00
  • HouseExternal.

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SSDW02 - Stochastic reflection

Several approaches have been developed over the years for proving convergence to RBM . In this talk we focus on a setting in which these approaches have not been fruitful. This is the case of an RBM in the quarter plane with constant reflection direction on each of the two faces, where the set of strictly positive combinations of the two reflection directions does not intersect the closed quarter plane. Our results close this gap by proving convergence of a family of diffusively scaled planar Markov processes to such an RBM .   This is joint work with Amarjit Budhiraja, UNC .

This talk is part of the Isaac Newton Institute Seminar Series series.

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