THE ANNALS OF APPLIED PROBABILITY Vol. 8, No. 3, 708{748 (1998) BROWNIAN MOTION IN A BROWNIAN CRACK

Abstract

Let D be the Wiener sausage of width " around two-sided Brownian motion. The components of 2-dimensional reeected Brownian motion in D converge to 1-dimensional Brownian motion and iterated Brownian motion, resp., as " goes to 0.

Cite this paper

@inproceedings{Burdzy1998THEAO, title={THE ANNALS OF APPLIED PROBABILITY Vol. 8, No. 3, 708\{748 (1998) BROWNIAN MOTION IN A BROWNIAN CRACK}, author={Krzysztof Burdzy and Davar Khoshnevisan}, year={1998} }