Mosco Type Convergence of Bilinear Forms and Weak Convergence of $n$-Particle Systems
J\"org-Uwe L\"obus

TL;DR
This paper explores Mosco type convergence for non-symmetric stochastic processes, especially $n$-particle systems, to establish their relative compactness and facilitate weak convergence analysis.
Contribution
It extends Mosco type convergence concepts to non-symmetric processes and $n$-particle systems, providing new tools for analyzing their relative compactness.
Findings
Established Mosco type convergence for non-symmetric processes
Proved relative compactness of $n$-particle systems
Facilitated weak convergence verification for stochastic processes
Abstract
It is well known that Mosco (type) convergence is a tool in order to verify weak convergence of finite dimensional distributions of sequences of stochastic processes. In the present paper we are concerned with the concept of Mosco type convergence for non-symmetric stochastic processes and, in particular, -particle systems in order to establish relative compactness.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Approximation and Integration · Advanced Harmonic Analysis Research
