Brownian motion in a Brownian crack

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Abstract

Let D be the Wiener sausage of width ε 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, respectively, as ε goes to 0.

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APA

Burdzy, K., & Khoshnevisan, D. (1998). Brownian motion in a Brownian crack. Annals of Applied Probability, 8(3), 708–748. https://doi.org/10.1214/aoap/1028903448

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