Let D be the Wiener sausage of width $\varepsilon$ 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 $\varepsilon$ goes to 0.
Publié le : 1998-08-14
Classification:
Crack diffusion model,
iterated Brownian motion,
diffusion on fractal,
60J65,
60F99
@article{1028903448,
author = {Burdzy, Krzysztof and Khoshnevisan, Davar},
title = {Brownian motion in a Brownian crack},
journal = {Ann. Appl. Probab.},
volume = {8},
number = {1},
year = {1998},
pages = { 708-748},
language = {en},
url = {http://dml.mathdoc.fr/item/1028903448}
}
Burdzy, Krzysztof; Khoshnevisan, Davar. Brownian motion in a Brownian crack. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp. 708-748. http://gdmltest.u-ga.fr/item/1028903448/