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arXiv · 1105.4283

Reflecting random walk in fractal domains

Krzysztof Burdzy·Zhen-Qing Chen
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Abstract

In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as $k\to\infty$, by simple random walks on "maximal connected" subsets of $(2^{-k}\mathbb{Z}^d)\cap D$ whose filled-in interiors are inside of D.

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Krzysztof Burdzy, Zhen-Qing Chen. 2011-05-21. Reflecting random walk in fractal domains. https://doi.org/10.1214/12-aop745

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