Abstract
For every bounded planar domain D with a smooth boundary, we define a "Lyapunov exponent" Λ(D) using a fairly explicit formula. We consider two reflected Brownian motions in D, driven by the same Brownian motion (i.e., a "synchronous coupling"). If Λ(D)) > 0 then the distance between the two Brownian particles goes to 0 exponentially fast with rate Λ(D)/(2|D|) as time goes to infinity. The exponent Λ(D) is strictly positive if the domain has at most one hole. It is an open problem whether there exists a domain with Λ(D) < 0.
Original language | English |
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Pages (from-to) | 189-268 |
Number of pages | 80 |
Journal | Illinois Journal of Mathematics |
Volume | 50 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2006 |
Externally published | Yes |
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Burdzy, K., Chen, Z. Q., & Jones, P. (2006). Synchronous couplings of reflected brownian motions in smooth domains. Illinois Journal of Mathematics, 50(1), 189-268. https://doi.org/10.1215/ijm/1258059475