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arXiv · 1011.5442

Brownian earthworm

Krzysztof Burdzy·Zhen-Qing Chen·Soumik Pal
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Abstract

We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.

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Krzysztof Burdzy, Zhen-Qing Chen, Soumik Pal. 2013-12-13. Brownian earthworm. https://doi.org/10.1214/12-aop831

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