Brownian earthworm

Krzysztof Burdzy*, Zhen Qing Chen, Soumik Pal

*此作品的通讯作者

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摘要

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.

源语言英语
页(从-至)4002-4049
页数48
期刊Annals of Probability
41
6
DOI
出版状态已出版 - 11月 2013
已对外发布

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Burdzy, K., Chen, Z. Q., & Pal, S. (2013). Brownian earthworm. Annals of Probability, 41(6), 4002-4049. https://doi.org/10.1214/12-AOP831