Brownian earthworm

• Krzysztof Burdzy ^[1] ; Zhen-Qing Chen ^[1] ; Soumik Pal ^[1]
  1. [1] University of Washington

     University of Washington

     Estados Unidos

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 6, 2013, págs. 4002-4049
• Idioma: inglés
• DOI: 10.1214/12-AOP831
• Texto completo no disponible (Saber más ...)
• Resumen

  • We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.