Convergence of Brownian motion with a scaled Dirac delta potential
PROCEEDINGS OF THE EDINBURGH MATHEMATICAL SOCIETY(2012)
摘要
The method of deriving scaling limits using Dirichlet-form techniques has already been successfully applied to a number of infinite-dimensional problems. However, extracting the key tools from these papers is a rather difficult task for non-experts. This paper meets the need for a simple presentation of the method by applying it to a basic example, namely the convergence of Brownian motions with potentials given by n multiplied by the Dirac delta at 0 to Brownian motion with absorption at 0.
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关键词
Dirichlet forms,limit theorems,strong Feller property
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