Brownian motion in a Brownian crack

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Brownian motion in a Brownian crack

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Title: Brownian motion in a Brownian crack
Author: Burdzy, Krzysztof; Khoshnevisan, Davar
Abstract: Let D be the Wiener sausage of width [epsilon] around two-sided Brownian motion. The components of two-dimensional reflected Brownian motion in D converge to one-dimensional Brownian motion and iterated Brownian motion, resp., as [epsilon] goes to 0.
URI: http://hdl.handle.net/1773/2179

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