{
  "id": "1509.01776",
  "version": "v1",
  "published": "2015-09-06T07:06:45.000Z",
  "updated": "2015-09-06T07:06:45.000Z",
  "title": "Weak Approximation of Reflected Diffusions on The Positive Half-Line by Solutions of SDE",
  "authors": [
    "Cameron Bruggeman",
    "Andrey Sarantsev"
  ],
  "comment": "19 pages. Keywords: stochastic differential equations, reflected diffusions, weak convergence, scale function",
  "categories": [
    "math.PR"
  ],
  "abstract": "Consider a reflected diffusion on the positive half-line. We approximate it by diffusion processes: We emulate the \"hard barrier\" of reflection by a \"soft barrier\" of a drift coefficient.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-09-06T07:06:45.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60J55",
      "60J65",
      "60H10"
    ],
    "keywords": [
      "positive half-line",
      "reflected diffusion",
      "weak approximation",
      "drift coefficient",
      "diffusion processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 19,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150901776B"
    }
  }
}