Reflecting random walk in fractal domains

• Autores: Krzysztof Burdzy, Zhen-Qing Chen
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 4, 2013, págs. 2791-2819
• Idioma: inglés
• DOI: 10.1214/12-AOP745
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• Resumen

  • 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.