THE ANNALS OF APPLIED PROBABILITY Vol. 8, No. 3, 708{748 (1998) BROWNIAN MOTION IN A BROWNIAN CRACK
نویسندگان
چکیده
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.
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Brownian Motion: The Link Between Probability and Mathematical Analysis
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