BROWNIAN-MOTION IN A BROWNIAN CRACK

Authors
BURDZY K KHOSHNEVISAN D
Citation
K. Burdzy et D. Khoshnevisan, BROWNIAN-MOTION IN A BROWNIAN CRACK, The Annals of applied probability, 8(3), 1998, pp. 708-748
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
The Annals of applied probability → ACNP
ISSN journal
10505164
Volume
8
Issue
3
Year of publication
1998
Pages
708 - 748
Database
ISI
SICI code
1050-5164(1998)8:3<708:BIABC>2.0.ZU;2-7
Abstract
Let D be the Wiener sausage of width epsilon around two-sided Brownian motion. The components of two-dimensional reflected Brownian motion i n D converge to one-dimensional Brownian motion and iterated Brownian motion, respectively, as epsilon goes to 0.