Reflecting random walk in fractal domains

Details Reflecting random walk in fractal domains Reflecting random walk in fractal domains

2011-05-21

arxiv.org/abs/1105.4283v1

Mathematics

Probability

26 pages

Scientific paper

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 $(2^{-k}\Z^d) \cap D$ whose filled-in interiors are
inside $D$.

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