REFLECTING RANDOM WALK IN FRACTAL DOMAINS

成果类型:
Article
署名作者:
Burdzy, Krzysztof; Chen, Zhen-Qing
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-AOP745
发表日期:
2013
页码:
2791-2819
关键词:
摘要:
In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as k -> infinity, by simple random walks on maximal connected subsets of (2(-k)Z(d)) boolean AND D whose filled-in interiors are inside of D.