Synchronous couplings of reflected brownian motions in smooth domains

Krzysztof Burdzy*, Zhen Qing Chen, Peter Jones

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

14 引用 (Scopus)

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
页(从-至)189-268
页数80
期刊Illinois Journal of Mathematics
50
1
DOI
出版状态已出版 - 2006
已对外发布

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