Brownian motion in a Brownian crack

Authors
Burdzy, Krzysztof Khoshnevisan, Davar
Citation
Burdzy, Krzysztof et Khoshnevisan, Davar, Brownian motion in a Brownian crack, Annals of applied probability , 8(3), 1998, pp. 708-748
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
8
Issue
3
Year of publication
1998
Pages
708 - 748
Database
ACNP
SICI code
Abstract
Let D be the Wiener sausage of width . 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 . goes to 0.