Brownian motion in a Brownian crack

• 成果类型: Article
• 署名作者: Burdzy, K; Khoshnevisan, D
• 署名单位: University of Washington; University of Washington Seattle; Utah System of Higher Education; University of Utah
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 1998
• 页码: 708-748
• 关键词: INEQUALITIES

摘要

Let D be the Wiener sausage of width epsilon around two-sided Brownian motion. The components of two-dimensional reflected Brownian motion in D converge to one-dimensional Brownian motion and iterated Brownian motion, respectively, as epsilon goes to 0.