摘要
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.
源语言 | 英语 |
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页(从-至) | 189-268 |
页数 | 80 |
期刊 | Illinois Journal of Mathematics |
卷 | 50 |
期 | 1 |
DOI | |
出版状态 | 已出版 - 2006 |
已对外发布 | 是 |