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Browsing Mathematics, Department of by Subject "diffusion on fractal"

Browsing Mathematics, Department of by Subject "diffusion on fractal"

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  • Burdzy, Krzysztof; Khoshnevisan, Davar (Institute of Mathematical Statistics, 1998-08)
    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, ...

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