Reflecting random walk in fractal domains

Authors
Burdzy, Krzysztof Chen, Zhen-Qing
Citation
Burdzy, Krzysztof et Chen, Zhen-qing, Reflecting random walk in fractal domains, Annals of probability , 41(4), 2013, pp. 2791-2819
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
41
Issue
4
Year of publication
2013
Pages
2791 - 2819
Database
ACNP
SICI code
Abstract
In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as k.., by simple random walks on .maximal connected. subsets of (2.kZd).D whose filled-in interiors are inside of D.