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 |
| 卷 | 50 |
| 期 | 1 |
| DOI | |
| 出版状态 | 已出版 - 2006 |
| 已对外发布 | 是 |
学术指纹
探究 'Synchronous couplings of reflected brownian motions in smooth domains' 的科研主题。它们共同构成独一无二的学术指纹。引用此
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