Brownian motion in a Brownian crack
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Khoshnevisan, Davar | |
| dc.date.accessioned | 2005-11-23T18:09:56Z | |
| dc.date.available | 2005-11-23T18:09:56Z | |
| dc.date.issued | 1998-08 | |
| dc.description.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. | en |
| dc.description.sponsorship | Research supported in part by grants from NSF and NSA. | en |
| dc.format.extent | 292934 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Burdzy, K. & D. Khoshnevisan. (1998). Brownian motion in a Brownian crack. Annals of Applied Probability, 8(3), 708-748. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2179 | |
| dc.language.iso | en_US | |
| dc.publisher | Institute of Mathematical Statistics | en |
| dc.subject | crack diffusion model | en |
| dc.subject | iterated Brownian motion | en |
| dc.subject | diffusion on fractal | en |
| dc.title | Brownian motion in a Brownian crack | en |
| dc.title.alternative | Brownian crack | en |
| dc.type | Article | en |