BROWNIAN EARTHWORM

• 成果类型: Article
• 署名作者: Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
• 署名单位: University of Washington; University of Washington Seattle
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP831
• 发表日期: 2013
• 页码: 4002-4049
• 关键词: differentiability; noncoalescence; MOTIONS; domain

摘要

We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.